+288.6%
TEL vs MOS
+11.1%
+277.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -2.5% |
| 7D | -1.4% | +7.1% | -8.5% | -3.5% |
| 30D | -4.9% | +15.0% | -19.9% | -8.9% |
| 3M | +0.1% | +24.1% | -24.0% | -6.7% |
| 6M | +0.4% | +2.7% | -2.4% | -2.2% |
| YTD | -8.9% | +12.2% | -21.1% | -14.0% |
| 1Y | -0.3% | -16.3% | +16.0% | +2.0% |
| 3Y | +67.6% | -23.3% | +90.9% | +71.0% |
| 5Y | +50.7% | -4.2% | +54.8% | +31.7% |
| 10Y | +288.6% | +12.6% | +276.1% | +165.6% |
| All | +288.6% | +11.1% | +277.6% | +165.6% |
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