+1,154.6%
MSTR vs TEL
+759.0%
+395.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.3% |
| 7D | -10.7% | -0.9% | -9.8% | -10.3% |
| 30D | -21.6% | -0.2% | -21.3% | -21.5% |
| 3M | +24.4% | +2.0% | +22.4% | +22.7% |
| 6M | -35.5% | +6.4% | -41.9% | -38.4% |
| YTD | -20.3% | -3.2% | -17.1% | -20.3% |
| 1Y | -49.3% | -11.2% | -38.2% | -46.6% |
| 3Y | +137.8% | +79.8% | +58.0% | +62.2% |
| 5Y | +48.3% | +46.6% | +1.8% | +21.3% |
| 10Y | +526.8% | +288.1% | +238.7% | +212.2% |
| All | +1,154.6% | +759.0% | +395.7% | +323.4% |
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