+39.5%
TMUS vs MTSI
+224.7%
-185.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.5% | -6.9% | -3.3% |
| 7D | +0.1% | +1.4% | -1.3% | +0.2% |
| 30D | +5.3% | +2.1% | +3.2% | +5.5% |
| 3M | +3.1% | -29.7% | +32.9% | +1.8% |
| 6M | -16.5% | +12.5% | -29.0% | -15.7% |
| YTD | -9.2% | +57.0% | -66.2% | -7.3% |
| 1Y | -26.5% | +103.9% | -130.4% | -24.6% |
| All | +39.5% | +224.7% | -185.2% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling