+41.6%
TEL vs MAS
+39.7%
+1.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +1.0% |
| 7D | -2.8% | +2.4% | -5.2% | -3.9% |
| 30D | -4.1% | +19.8% | -23.9% | -12.1% |
| 3M | -3.4% | +9.8% | -13.2% | -8.0% |
| 6M | -3.5% | +15.8% | -19.3% | -11.1% |
| YTD | -8.0% | +31.8% | -39.8% | -22.3% |
| 1Y | -13.7% | +35.4% | -49.1% | -28.3% |
| 3Y | +71.9% | +59.2% | +12.7% | +24.5% |
| All | +41.6% | +39.7% | +1.9% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling