+320.9%
TMUS vs MOH
+788.2%
-467.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.6% |
| 7D | -0.3% | -3.3% | +3.1% | +0.4% |
| 30D | +3.1% | -0.1% | +3.2% | +3.0% |
| 3M | +2.4% | -1.1% | +3.5% | +2.4% |
| 6M | -17.1% | +35.9% | -53.0% | -22.9% |
| YTD | -9.1% | +13.1% | -22.2% | -13.3% |
| 1Y | -23.6% | +11.8% | -35.4% | -27.5% |
| 3Y | +38.8% | -38.7% | +77.6% | +43.5% |
| 5Y | +43.0% | -25.1% | +68.1% | +39.1% |
| 10Y | +309.1% | +243.8% | +65.3% | +153.0% |
| All | +320.9% | +788.2% | -467.4% | +56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling