+244.6%
TMUS vs MOS
-1.8%
+246.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.9% |
| 7D | +8.2% | +5.5% | +2.7% | +7.5% |
| 30D | +13.4% | +21.0% | -7.6% | +10.7% |
| 3M | -3.0% | -0.5% | -2.6% | -3.3% |
| 6M | -8.8% | +6.6% | -15.4% | -10.0% |
| YTD | -13.8% | -2.8% | -11.1% | -14.7% |
| 1Y | -17.1% | -8.1% | -9.0% | -17.4% |
| 3Y | +22.7% | -25.6% | +48.3% | +23.3% |
| 5Y | +52.8% | -29.8% | +82.6% | +49.3% |
| 10Y | +244.6% | +0.6% | +244.1% | +184.3% |
| All | +244.6% | -1.8% | +246.4% | +184.3% |
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