+309.1%
TMUS vs MSI
+590.9%
-281.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.5% |
| 7D | -0.3% | -5.8% | +5.5% | +2.1% |
| 30D | +3.1% | -1.0% | +4.1% | +3.4% |
| 3M | +2.4% | +14.2% | -11.7% | -3.2% |
| 6M | -17.1% | +1.0% | -18.1% | -18.1% |
| YTD | -9.1% | +21.5% | -30.5% | -17.0% |
| 1Y | -23.6% | -2.1% | -21.5% | -23.8% |
| 3Y | +38.8% | +69.3% | -30.5% | +8.5% |
| 5Y | +43.0% | +99.3% | -56.4% | +2.3% |
| 10Y | +309.1% | +595.0% | -285.9% | +87.7% |
| All | +309.1% | +590.9% | -281.8% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling