-19.1%
TMUS vs MP
-35.6%
+16.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -0.3% |
| 7D | +4.9% | +9.5% | -4.6% | +5.9% |
| 30D | +7.7% | -3.0% | +10.7% | +7.4% |
| 3M | -6.8% | -30.4% | +23.6% | -9.9% |
| 6M | -9.7% | -39.2% | +29.5% | -12.6% |
| YTD | -15.0% | -23.3% | +8.3% | -16.8% |
| 1Y | -19.1% | -32.6% | +13.5% | -20.6% |
| All | -19.1% | -35.6% | +16.4% | -20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling