-17.7%
TMUS vs MOS
-11.3%
-6.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.9% |
| 7D | +3.6% | +21.6% | -18.0% | +2.4% |
| 30D | -3.4% | +12.0% | -15.3% | -4.1% |
| 3M | -9.5% | -3.9% | -5.6% | -10.0% |
| 6M | -15.2% | -3.3% | -11.9% | -15.9% |
| YTD | -18.9% | -4.6% | -14.3% | -19.1% |
| 1Y | -17.7% | -7.0% | -10.7% | -18.1% |
| All | -17.7% | -11.3% | -6.4% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling