+290.3%
TEL vs MOS
-1.8%
+292.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -0.4% | +5.5% | -5.8% | -1.9% |
| 30D | +1.0% | +21.0% | -20.0% | -4.9% |
| 3M | +0.7% | -0.5% | +1.2% | -0.3% |
| 6M | +7.3% | +6.6% | +0.7% | +3.6% |
| YTD | -2.5% | -2.8% | +0.3% | -4.9% |
| 1Y | -10.3% | -8.1% | -2.2% | -11.3% |
| 3Y | +81.1% | -25.6% | +106.7% | +85.1% |
| 5Y | +45.3% | -29.8% | +75.0% | +39.8% |
| 10Y | +290.3% | +0.6% | +289.7% | +173.1% |
| All | +290.3% | -1.8% | +292.1% | +173.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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