+15.6%
TMUS vs MSCI
+33.6%
-17.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.1% |
| 7D | +3.6% | +2.8% | +0.7% | +3.2% |
| 30D | -3.4% | +15.4% | -18.8% | -4.9% |
| 3M | -9.5% | +13.4% | -22.9% | -10.7% |
| 6M | -15.2% | +10.9% | -26.1% | -16.1% |
| YTD | -18.9% | +13.0% | -31.9% | -20.0% |
| 1Y | -17.7% | +12.0% | -29.7% | -18.8% |
| 3Y | +15.6% | +34.1% | -18.5% | +12.8% |
| All | +15.6% | +33.6% | -17.9% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling