+42.4%
TMUS vs MOH
-23.8%
+66.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -0.5% |
| 7D | -5.8% | -1.3% | -4.5% | -5.6% |
| 30D | -0.2% | +3.0% | -3.2% | -0.6% |
| 3M | -4.0% | +1.2% | -5.2% | -4.1% |
| 6M | -18.1% | +41.7% | -59.8% | -21.4% |
| YTD | -11.3% | +15.4% | -26.8% | -13.5% |
| 1Y | -24.7% | +11.8% | -36.5% | -26.5% |
| 3Y | +35.4% | -37.5% | +72.9% | +38.6% |
| 5Y | +42.4% | -20.6% | +63.1% | +35.1% |
| All | +42.4% | -23.8% | +66.2% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MOH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling