+234.7%
TMUS vs MSI
+689.5%
-454.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.6% | +1.5% | +3.1% |
| 7D | +5.3% | +8.3% | -3.0% | +2.0% |
| 30D | +13.5% | +18.9% | -5.3% | +5.9% |
| 3M | -4.2% | +13.2% | -17.5% | -9.0% |
| 6M | -11.9% | +38.3% | -50.2% | -22.9% |
| YTD | -15.6% | +38.9% | -54.4% | -27.0% |
| 1Y | -16.8% | +36.7% | -53.5% | -27.6% |
| 3Y | +20.8% | +76.6% | -55.8% | -6.8% |
| 5Y | +48.0% | +124.5% | -76.4% | +1.2% |
| 10Y | +234.7% | +674.5% | -439.8% | +37.3% |
| All | +234.7% | +689.5% | -454.8% | +37.3% |
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