+238.4%
TMUS vs MTSI
+448.7%
-210.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.8% | -10.0% | +0.1% |
| 7D | +3.6% | -10.0% | +13.5% | +4.1% |
| 30D | -3.4% | -37.2% | +33.8% | -0.5% |
| 3M | -9.5% | -30.1% | +20.6% | -8.0% |
| 6M | -15.2% | -31.9% | +16.7% | -14.4% |
| YTD | -18.9% | +23.2% | -42.1% | -23.6% |
| 1Y | -17.7% | +26.4% | -44.1% | -22.8% |
| 3Y | +15.6% | +186.2% | -170.5% | -5.0% |
| 5Y | +38.9% | +187.0% | -148.1% | +11.7% |
| All | +238.4% | +448.7% | -210.3% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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