-19.9%
TMUS vs MP
-38.7%
+18.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.0% | +6.9% | +0.3% |
| 7D | +9.0% | -19.0% | +28.0% | +6.8% |
| 30D | -3.2% | -30.5% | +27.3% | -6.4% |
| 3M | -6.9% | -29.6% | +22.7% | -9.5% |
| 6M | -16.4% | -50.4% | +34.0% | -20.1% |
| YTD | -19.6% | -33.2% | +13.6% | -22.6% |
| 1Y | -19.9% | -38.6% | +18.7% | -22.6% |
| All | -19.9% | -38.7% | +18.8% | -22.6% |
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