+66.5%
TEL vs MAS
+29.0%
+37.5%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.0% |
| 7D | +3.0% | -0.8% | +3.7% | +3.2% |
| 30D | -3.9% | -5.6% | +1.6% | -1.9% |
| 3M | -5.1% | +4.4% | -9.6% | -7.2% |
| 6M | +0.6% | +7.2% | -6.6% | -3.6% |
| YTD | -7.3% | +16.1% | -23.4% | -14.9% |
| 1Y | +1.1% | +0.1% | +1.0% | -1.0% |
| All | +66.5% | +29.0% | +37.5% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling