+268.7%
TMUS vs MOS
+2.4%
+266.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +17.4% | -14.3% | -0.5% |
| 7D | +7.5% | +17.9% | -10.5% | +3.7% |
| 30D | -3.3% | +1.6% | -4.9% | -3.9% |
| 3M | -9.7% | -4.0% | -5.7% | -9.5% |
| 6M | -17.2% | -4.1% | -13.1% | -17.4% |
| YTD | -20.3% | -7.8% | -12.5% | -20.9% |
| 1Y | -21.2% | -15.6% | -5.6% | -20.5% |
| 3Y | +13.5% | -28.9% | +42.4% | +15.1% |
| 5Y | +36.5% | -36.8% | +73.3% | +34.3% |
| 10Y | +239.2% | +6.7% | +232.5% | +155.2% |
| All | +268.7% | +2.4% | +266.3% | +70.2% |
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