+48.0%
TMUS vs MOS
-31.8%
+79.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.8% | +2.3% | +4.0% |
| 7D | +5.3% | +19.7% | -14.3% | +4.1% |
| 30D | +13.5% | +21.5% | -8.0% | +12.1% |
| 3M | -4.2% | -0.4% | -3.8% | -4.5% |
| 6M | -11.9% | +4.5% | -16.4% | -12.4% |
| YTD | -15.6% | -2.9% | -12.7% | -16.1% |
| 1Y | -16.8% | -7.7% | -9.1% | -17.1% |
| 3Y | +20.8% | -25.6% | +46.4% | +20.8% |
| 5Y | +48.0% | -31.2% | +79.2% | +45.5% |
| All | +48.0% | -31.8% | +79.9% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling