+677.7%
TEL vs MOS
-17.3%
+694.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -2.8% | +21.6% | -24.4% | -8.7% |
| 30D | -4.1% | +12.0% | -16.1% | -7.8% |
| 3M | -3.4% | -3.9% | +0.5% | -3.5% |
| 6M | -3.5% | -3.3% | -0.2% | -4.2% |
| YTD | -8.0% | -4.6% | -3.4% | -9.7% |
| 1Y | -13.7% | -7.0% | -6.7% | -15.0% |
| 3Y | +71.9% | -24.4% | +96.3% | +74.8% |
| 5Y | +40.9% | -32.1% | +73.0% | +39.1% |
| 10Y | +293.3% | +10.3% | +283.0% | +194.9% |
| All | +677.7% | -17.3% | +694.9% | +418.0% |
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