+668.7%
TEL vs MKSI
+1,057.0%
-388.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.9% |
| 7D | -2.3% | +4.9% | -7.2% | -4.3% |
| 30D | -6.1% | -11.0% | +4.9% | -1.9% |
| 3M | +1.7% | -17.1% | +18.8% | +5.8% |
| 6M | +1.6% | +16.4% | -14.8% | -9.6% |
| YTD | -9.1% | +64.3% | -73.4% | -31.1% |
| 1Y | -1.7% | +137.7% | -139.4% | -37.8% |
| 3Y | +67.3% | +189.1% | -121.8% | -13.0% |
| 5Y | +52.1% | +83.1% | -31.0% | -7.9% |
| 10Y | +299.3% | +509.4% | -210.0% | +12.4% |
| All | +668.7% | +1,057.0% | -388.3% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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