+42.0%
TMUS vs MSCI
-6.7%
+48.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.4% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | +5.3% | +0.6% | +4.7% | +5.1% |
| 3M | +3.1% | -7.1% | +10.2% | +4.3% |
| 6M | -16.5% | +0.8% | -17.3% | -16.8% |
| YTD | -9.2% | +1.0% | -10.2% | -9.8% |
| 1Y | -26.5% | +4.3% | -30.8% | -27.6% |
| 3Y | +39.0% | +9.9% | +29.1% | +33.5% |
| All | +42.0% | -6.7% | +48.7% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling