-4.4%
TMUS vs MSTU
-85.2%
+80.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.2% | -0.3% | -3.5% |
| 7D | +0.1% | +21.3% | -21.2% | +0.2% |
| 30D | +5.3% | +90.8% | -85.6% | +5.7% |
| 3M | +3.1% | -6.8% | +9.9% | +3.4% |
| 6M | -16.5% | -39.8% | +23.4% | -16.4% |
| YTD | -9.2% | -55.7% | +46.5% | -8.9% |
| 1Y | -26.5% | -92.7% | +66.2% | -25.8% |
| All | -4.4% | -85.2% | +80.8% | -8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling