+17.1%
TMUS vs MSFU
+93.3%
-76.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.7% | +0.9% |
| 7D | +3.6% | +2.5% | +1.1% | +3.5% |
| 30D | -3.4% | -1.3% | -2.1% | -3.4% |
| 3M | -9.5% | +8.6% | -18.1% | -9.9% |
| 6M | -15.2% | +48.4% | -63.6% | -16.6% |
| YTD | -18.9% | +1.6% | -20.5% | -18.7% |
| 1Y | -17.7% | -5.8% | -11.9% | -17.0% |
| 3Y | +15.6% | +30.9% | -15.3% | +10.2% |
| All | +17.1% | +93.3% | -76.2% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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