+925.4%
TMUS vs MTSI
+896.6%
+28.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -18.4% | +19.2% | +2.3% |
| 7D | +9.0% | -24.6% | +33.6% | +11.1% |
| 30D | -3.2% | -45.7% | +42.5% | +0.9% |
| 3M | -6.9% | -27.7% | +20.9% | -5.7% |
| 6M | -16.4% | -37.3% | +20.9% | -15.0% |
| YTD | -19.6% | +11.1% | -30.8% | -23.4% |
| 1Y | -19.9% | +27.2% | -47.1% | -24.9% |
| 3Y | +14.5% | +153.7% | -139.1% | -3.5% |
| 5Y | +37.7% | +159.0% | -121.3% | +13.7% |
| 10Y | +242.2% | +405.6% | -163.3% | +140.4% |
| All | +925.4% | +896.6% | +28.8% | +546.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling