+238.4%
TMUS vs MSCI
+789.3%
-550.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.5% |
| 7D | +3.6% | +2.8% | +0.7% | +2.7% |
| 30D | -3.4% | +15.4% | -18.8% | -7.3% |
| 3M | -9.5% | +13.4% | -22.9% | -12.8% |
| 6M | -15.2% | +10.9% | -26.1% | -18.0% |
| YTD | -18.9% | +13.0% | -31.9% | -22.6% |
| 1Y | -17.7% | +12.0% | -29.7% | -21.2% |
| 3Y | +15.6% | +34.1% | -18.5% | +1.8% |
| 5Y | +38.9% | +3.9% | +35.0% | +29.0% |
| All | +238.4% | +789.3% | -550.9% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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