+52.8%
TMUS vs MSCI
+8.1%
+44.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.7% |
| 7D | +8.2% | -1.9% | +10.1% | +8.5% |
| 30D | +13.4% | +16.5% | -3.1% | +10.2% |
| 3M | -3.0% | +18.2% | -21.2% | -6.0% |
| 6M | -8.8% | +14.0% | -22.7% | -11.1% |
| YTD | -13.8% | +16.6% | -30.4% | -16.7% |
| 1Y | -17.1% | +14.8% | -31.9% | -19.6% |
| 3Y | +22.7% | +33.3% | -10.6% | +13.3% |
| 5Y | +52.8% | +9.1% | +43.8% | +38.7% |
| All | +52.8% | +8.1% | +44.7% | +38.7% |
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