+42.4%
TEL vs MOS
-33.6%
+76.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +4.5% | -2.0% | +6.5% | +4.9% |
| 30D | +2.9% | +15.3% | -12.4% | -0.5% |
| 3M | +1.1% | +1.5% | -0.4% | 0.0% |
| 6M | +5.0% | -2.0% | +7.0% | +4.2% |
| YTD | -3.9% | -6.5% | +2.6% | -4.8% |
| 1Y | -7.4% | -11.1% | +3.6% | -7.6% |
| 3Y | +81.0% | -30.3% | +111.2% | +86.1% |
| All | +42.4% | -33.6% | +76.0% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling