+527.5%
TMUS vs MSCI
+2,756.4%
-2,228.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.4% |
| 7D | +0.1% | +0.4% | -0.3% | -0.1% |
| 30D | +5.3% | +0.6% | +4.7% | +5.0% |
| 3M | +3.1% | -7.1% | +10.2% | +5.3% |
| 6M | -16.5% | +0.8% | -17.3% | -17.1% |
| YTD | -9.2% | +1.0% | -10.2% | -10.5% |
| 1Y | -26.5% | +4.3% | -30.8% | -28.6% |
| 3Y | +39.0% | +9.9% | +29.1% | +29.4% |
| 5Y | +40.4% | -6.8% | +47.1% | +33.1% |
| 10Y | +303.7% | +614.7% | -311.0% | +82.7% |
| All | +527.5% | +2,756.4% | -2,228.9% | +69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling