+295.9%
TEL vs MAS
+137.9%
+158.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.3% |
| 7D | +3.0% | -0.8% | +3.7% | +3.3% |
| 30D | -3.9% | -5.6% | +1.6% | -1.2% |
| 3M | -5.1% | +4.4% | -9.6% | -8.2% |
| 6M | +0.6% | +7.2% | -6.6% | -5.2% |
| YTD | -7.3% | +16.1% | -23.4% | -17.1% |
| 1Y | +1.1% | +0.1% | +1.0% | -2.4% |
| 3Y | +63.7% | +28.3% | +35.4% | +33.0% |
| 5Y | +50.7% | +30.5% | +20.2% | +18.7% |
| All | +295.9% | +137.9% | +158.0% | +120.5% |
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