+48.0%
TMUS vs MTSI
+208.2%
-160.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +9.0% | -4.9% | +4.2% |
| 7D | +5.3% | +3.5% | +1.8% | +5.4% |
| 30D | +13.5% | -30.3% | +43.9% | +13.4% |
| 3M | -4.2% | -26.0% | +21.8% | -4.3% |
| 6M | -11.9% | -36.1% | +24.2% | -11.8% |
| YTD | -15.6% | +34.3% | -49.9% | -18.3% |
| 1Y | -16.8% | +35.3% | -52.0% | -19.6% |
| 3Y | +20.8% | +217.6% | -196.8% | +2.6% |
| 5Y | +48.0% | +210.1% | -162.1% | +17.3% |
| All | +48.0% | +208.2% | -160.1% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling