-19.9%
TMUS vs MOS
-16.7%
-3.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | +0.7% |
| 7D | +9.0% | +22.5% | -13.5% | +7.7% |
| 30D | -3.2% | +6.6% | -9.9% | -3.9% |
| 3M | -6.9% | -3.8% | -3.1% | -7.5% |
| 6M | -16.4% | -2.2% | -14.2% | -17.1% |
| YTD | -19.6% | -4.8% | -14.9% | -20.2% |
| 1Y | -19.9% | -11.7% | -8.2% | -19.9% |
| All | -19.9% | -16.7% | -3.2% | -19.9% |
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