+320.5%
TMUS vs MSI
+751.0%
-430.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.1% |
| 7D | +0.1% | -3.7% | +3.8% | +1.6% |
| 30D | +5.3% | +6.8% | -1.6% | +2.3% |
| 3M | +3.1% | +14.3% | -11.2% | -2.5% |
| 6M | -16.5% | -1.6% | -14.9% | -16.7% |
| YTD | -9.2% | +22.8% | -32.0% | -17.3% |
| 1Y | -26.5% | -1.1% | -25.4% | -27.1% |
| 3Y | +39.0% | +70.5% | -31.5% | +9.3% |
| 5Y | +40.4% | +102.8% | -62.4% | +1.3% |
| 10Y | +303.7% | +597.4% | -293.7% | +70.8% |
| All | +320.5% | +751.0% | -430.5% | +76.3% |
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