+237.8%
TMUS vs MOS
-3.5%
+241.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.4% | -0.7% |
| 7D | +4.9% | -2.0% | +6.9% | +5.1% |
| 30D | +7.7% | +15.3% | -7.6% | +5.7% |
| 3M | -6.8% | +1.5% | -8.3% | -7.3% |
| 6M | -9.7% | -2.0% | -7.7% | -10.0% |
| YTD | -15.0% | -6.5% | -8.4% | -15.4% |
| 1Y | -19.1% | -11.1% | -8.1% | -19.2% |
| 3Y | +21.4% | -30.3% | +51.7% | +23.0% |
| 5Y | +51.2% | -33.5% | +84.7% | +48.8% |
| All | +237.8% | -3.5% | +241.2% | +179.8% |
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