+1,059.0%
TMUS vs MTSI
+1,308.1%
-249.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.5% | -6.9% | -3.8% |
| 7D | +0.1% | +1.4% | -1.3% | -0.1% |
| 30D | +5.3% | +2.1% | +3.2% | +4.8% |
| 3M | +3.1% | -29.7% | +32.9% | +5.6% |
| 6M | -16.5% | +12.5% | -29.0% | -18.7% |
| YTD | -9.2% | +57.0% | -66.2% | -14.9% |
| 1Y | -26.5% | +103.9% | -130.4% | -33.3% |
| 3Y | +39.0% | +223.6% | -184.6% | +16.5% |
| 5Y | +40.4% | +321.6% | -281.2% | +12.0% |
| 10Y | +303.7% | +517.7% | -214.0% | +182.2% |
| All | +1,059.0% | +1,308.1% | -249.1% | +618.2% |
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