+237.8%
TMUS vs MSCI
+811.9%
-574.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -2.0% | -1.0% |
| 7D | +4.9% | +3.0% | +1.9% | +4.0% |
| 30D | +7.7% | +17.8% | -10.1% | +2.8% |
| 3M | -6.8% | +15.2% | -22.0% | -10.6% |
| 6M | -9.7% | +16.5% | -26.2% | -13.8% |
| YTD | -15.0% | +16.4% | -31.3% | -19.4% |
| 1Y | -19.1% | +16.8% | -35.9% | -23.5% |
| 3Y | +21.4% | +35.8% | -14.3% | +6.7% |
| 5Y | +51.2% | +7.0% | +44.2% | +39.3% |
| All | +237.8% | +811.9% | -574.1% | +66.2% |
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