-21.2%
TMUS vs MSTZ
-63.1%
+41.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -9.6% | +12.7% | +3.4% |
| 7D | +7.5% | +0.7% | +6.8% | +7.4% |
| 30D | -3.3% | +16.6% | -19.9% | -3.8% |
| 3M | -9.7% | -74.7% | +65.0% | -7.9% |
| 6M | -17.2% | -43.9% | +26.7% | -18.3% |
| YTD | -20.3% | -84.0% | +63.7% | -19.6% |
| 1Y | -21.2% | -65.1% | +43.9% | -19.9% |
| All | -21.2% | -63.1% | +41.9% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling