+645.5%
MSTR vs TEL
+301.8%
+343.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -11.2% | -2.3% | -8.9% | -9.5% |
| 30D | +33.8% | -6.1% | +39.9% | +41.0% |
| 3M | +11.5% | +1.7% | +9.8% | +9.6% |
| 6M | -7.2% | +1.6% | -8.8% | -11.2% |
| YTD | -15.4% | -9.1% | -6.3% | -11.5% |
| 1Y | -60.6% | -1.7% | -59.0% | -61.7% |
| 3Y | +260.8% | +67.3% | +193.5% | +116.7% |
| 5Y | +108.8% | +52.1% | +56.7% | +45.1% |
| All | +645.5% | +301.8% | +343.7% | +213.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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