+235.4%
TMUS vs MOS
+8.5%
+227.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | +0.5% |
| 7D | +9.0% | +22.5% | -13.5% | +6.4% |
| 30D | -3.2% | +6.6% | -9.9% | -4.1% |
| 3M | -6.9% | -3.8% | -3.1% | -6.8% |
| 6M | -16.4% | -2.2% | -14.2% | -16.7% |
| YTD | -19.6% | -4.8% | -14.9% | -20.2% |
| 1Y | -19.9% | -11.7% | -8.2% | -19.9% |
| 3Y | +14.5% | -26.5% | +41.0% | +15.2% |
| 5Y | +37.7% | -32.2% | +69.9% | +35.2% |
| All | +235.4% | +8.5% | +227.0% | +181.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 10y: compounded portfolio wealth divided by compounded MOS 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…
10y analysis · Full analysis span regression · 6 months rolling