+58.4%
TMUS vs MP
+240.8%
-182.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.0% | +6.9% | +0.9% |
| 7D | +9.0% | -19.0% | +28.0% | +9.1% |
| 30D | -3.2% | -30.5% | +27.3% | -3.0% |
| 3M | -6.9% | -29.6% | +22.7% | -6.7% |
| 6M | -16.4% | -50.4% | +34.0% | -15.9% |
| YTD | -19.6% | -33.2% | +13.6% | -19.8% |
| 1Y | -19.9% | -38.6% | +18.7% | -20.0% |
| 3Y | +14.5% | +105.5% | -91.0% | +8.1% |
| 5Y | +37.7% | -7.8% | +45.5% | +33.5% |
| All | +58.4% | +240.8% | -182.4% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling