-21.2%
TMUS vs MTCH
+27.4%
-48.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.4% | -1.4% | +3.0% |
| 7D | +7.5% | -4.4% | +11.9% | +7.5% |
| 30D | -3.3% | -0.3% | -3.0% | -3.3% |
| 3M | -9.7% | -2.0% | -7.7% | -9.6% |
| 6M | -17.2% | +6.4% | -23.6% | -16.8% |
| YTD | -20.3% | +27.3% | -47.7% | -18.4% |
| 1Y | -21.2% | +30.3% | -51.5% | -18.4% |
| All | -21.2% | +27.4% | -48.6% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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