+285.8%
TEL vs MAS
+215.0%
+70.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +4.5% | +3.0% | +1.5% | +3.0% |
| 30D | +2.9% | +22.4% | -19.5% | -7.7% |
| 3M | +1.1% | +14.5% | -13.3% | -6.3% |
| 6M | +5.0% | +27.1% | -22.1% | -8.9% |
| YTD | -3.9% | +35.8% | -39.6% | -21.3% |
| 1Y | -7.4% | +39.4% | -46.9% | -25.5% |
| 3Y | +81.0% | +60.3% | +20.7% | +29.7% |
| 5Y | +42.3% | +39.4% | +2.9% | +8.4% |
| All | +285.8% | +215.0% | +70.7% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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