+683.8%
TEL vs MOS
-5.1%
+689.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.8% |
| 7D | +3.0% | +9.5% | -6.6% | +0.2% |
| 30D | -3.9% | +10.4% | -14.3% | -6.9% |
| 3M | -5.1% | +12.9% | -18.0% | -9.0% |
| 6M | +0.6% | +1.2% | -0.6% | -1.5% |
| YTD | -7.3% | +9.3% | -16.6% | -11.7% |
| 1Y | +1.1% | -18.0% | +19.1% | +4.0% |
| 3Y | +63.7% | -29.0% | +92.7% | +70.8% |
| 5Y | +50.7% | -9.6% | +60.2% | +37.1% |
| 10Y | +290.2% | +6.1% | +284.1% | +198.2% |
| All | +683.8% | -5.1% | +689.0% | +406.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling