+48.3%
MSTR vs TEL
+47.1%
+1.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.1% |
| 7D | -10.7% | -0.9% | -9.8% | -10.1% |
| 30D | -21.6% | -0.2% | -21.3% | -21.7% |
| 3M | +24.4% | +2.0% | +22.4% | +20.5% |
| 6M | -35.5% | +6.4% | -41.9% | -41.6% |
| YTD | -20.3% | -3.2% | -17.1% | -23.1% |
| 1Y | -49.3% | -11.2% | -38.2% | -45.9% |
| 3Y | +137.8% | +79.8% | +58.0% | -14.4% |
| 5Y | +48.3% | +46.6% | +1.8% | -29.1% |
| All | +48.3% | +47.1% | +1.2% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling