+275.3%
TMUS vs MSI
+837.9%
-562.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | +3.6% | +4.7% | -1.1% | +1.6% |
| 30D | -3.4% | +14.8% | -18.1% | -8.6% |
| 3M | -9.5% | +8.8% | -18.3% | -12.6% |
| 6M | -15.2% | +19.3% | -34.5% | -21.6% |
| YTD | -18.9% | +35.3% | -54.3% | -29.0% |
| 1Y | -17.7% | +33.8% | -51.5% | -27.7% |
| 3Y | +15.6% | +74.4% | -58.8% | -9.8% |
| 5Y | +38.9% | +120.5% | -81.6% | -3.0% |
| 10Y | +245.3% | +685.2% | -439.9% | +39.3% |
| All | +275.3% | +837.9% | -562.6% | +51.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling