+320.5%
TMUS vs MOS
+21.4%
+299.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.4% | -4.9% | -3.7% |
| 7D | +0.1% | +9.5% | -9.5% | -1.8% |
| 30D | +5.3% | +10.4% | -5.2% | +3.0% |
| 3M | +3.1% | +12.9% | -9.7% | 0.0% |
| 6M | -16.5% | +1.2% | -17.7% | -17.9% |
| YTD | -9.2% | +9.3% | -18.5% | -12.4% |
| 1Y | -26.5% | -18.0% | -8.5% | -25.2% |
| 3Y | +39.0% | -29.0% | +68.0% | +41.8% |
| 5Y | +40.4% | -9.6% | +50.0% | +27.5% |
| 10Y | +303.7% | +6.1% | +297.6% | +208.8% |
| All | +320.5% | +21.4% | +299.0% | +88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling