-6.6%
TMUS vs MSTZ
-99.2%
+92.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.5% | -7.9% | -2.4% |
| 7D | -5.3% | -23.6% | +18.2% | -5.2% |
| 30D | +0.1% | -60.7% | +60.8% | +0.5% |
| 3M | -0.6% | -58.3% | +57.6% | -0.3% |
| 6M | -17.5% | -60.0% | +42.5% | -17.5% |
| YTD | -11.3% | -75.2% | +64.0% | -11.0% |
| 1Y | -25.4% | -19.9% | -5.5% | -24.8% |
| All | -6.6% | -99.2% | +92.5% | -10.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling