-17.9%
TMUS vs MSCI
+12.8%
-30.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.4% |
| 7D | +6.5% | -0.7% | +7.2% | +6.6% |
| 30D | +11.3% | +16.2% | -4.9% | +9.3% |
| 3M | -2.9% | +16.1% | -19.0% | -4.6% |
| 6M | -10.5% | +12.9% | -23.5% | -11.5% |
| YTD | -14.4% | +14.8% | -29.2% | -15.5% |
| 1Y | -17.9% | +13.8% | -31.7% | -19.6% |
| All | -17.9% | +12.8% | -30.7% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling