-4.3%
TMUS vs MSTU
-86.5%
+82.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.6% | +8.7% | 0.0% |
| 7D | -0.3% | +16.1% | -16.4% | -0.1% |
| 30D | +3.1% | +68.7% | -65.5% | +3.5% |
| 3M | +2.4% | -11.0% | +13.4% | +2.6% |
| 6M | -17.1% | -33.4% | +16.3% | -17.1% |
| YTD | -9.1% | -59.5% | +50.4% | -8.9% |
| 1Y | -23.6% | -93.4% | +69.7% | -22.9% |
| All | -4.3% | -86.5% | +82.1% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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