+1,379.8%
MSTR vs TEL
+723.0%
+656.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | +12.2% | +3.0% | +9.2% | +10.4% |
| 30D | +45.2% | -3.9% | +49.1% | +48.9% |
| 3M | +10.4% | -5.1% | +15.5% | +13.7% |
| 6M | -2.5% | +0.6% | -3.1% | -4.5% |
| YTD | -6.0% | -7.3% | +1.3% | -3.3% |
| 1Y | -56.4% | +1.1% | -57.5% | -57.6% |
| 3Y | +306.3% | +63.7% | +242.6% | +193.6% |
| 5Y | +100.5% | +50.7% | +49.8% | +63.0% |
| 10Y | +741.1% | +290.2% | +450.9% | +320.7% |
| All | +1,379.8% | +723.0% | +656.8% | +413.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling