+41.0%
TMUS vs MP
-5.6%
+46.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -4.1% | +0.9% |
| 7D | +3.6% | -10.5% | +14.1% | +3.6% |
| 30D | -3.4% | -23.5% | +20.2% | -3.3% |
| 3M | -9.5% | -25.4% | +16.0% | -9.4% |
| 6M | -15.2% | -51.3% | +36.1% | -14.7% |
| YTD | -18.9% | -29.9% | +11.0% | -19.2% |
| 1Y | -17.7% | -31.8% | +14.1% | -18.1% |
| 3Y | +15.6% | +127.0% | -111.3% | +6.6% |
| All | +41.0% | -5.6% | +46.6% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling