+234.7%
TMUS vs MSCI
+799.4%
-564.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.8% | +3.3% | +3.9% |
| 7D | +5.3% | +1.5% | +3.9% | +4.9% |
| 30D | +13.5% | +14.4% | -0.8% | +9.3% |
| 3M | -4.2% | +15.2% | -19.4% | -8.1% |
| 6M | -11.9% | +11.2% | -23.1% | -14.9% |
| YTD | -15.6% | +13.9% | -29.5% | -19.5% |
| 1Y | -16.8% | +12.5% | -29.3% | -20.4% |
| 3Y | +20.8% | +32.3% | -11.5% | +6.9% |
| 5Y | +48.0% | +4.9% | +43.2% | +37.1% |
| 10Y | +234.7% | +779.7% | -545.0% | +69.9% |
| All | +234.7% | +799.4% | -564.7% | +69.9% |
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