+51.8%
TMUS vs MSI
+124.3%
-72.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | +4.9% | +3.2% | +1.7% | +3.7% |
| 30D | +7.7% | +17.6% | -9.9% | +1.3% |
| 3M | -6.8% | +14.5% | -21.3% | -11.5% |
| 6M | -9.7% | +34.3% | -43.9% | -19.3% |
| YTD | -15.0% | +39.7% | -54.7% | -26.0% |
| 1Y | -19.1% | +40.2% | -59.3% | -29.7% |
| 3Y | +21.4% | +77.1% | -55.7% | -5.7% |
| All | +51.8% | +124.3% | -72.5% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling