+78.4%
TEL vs MSFU
+73.2%
+5.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.4% | +3.4% |
| 7D | +1.6% | -1.8% | +3.4% | +1.9% |
| 30D | -0.7% | +0.5% | -1.1% | -0.9% |
| 3M | +2.4% | +51.9% | -49.4% | -6.3% |
| 6M | +4.1% | +35.0% | -30.8% | -3.9% |
| YTD | -5.8% | -9.0% | +3.2% | -5.9% |
| 1Y | +0.9% | -18.8% | +19.7% | +3.4% |
| 3Y | +72.6% | +25.5% | +47.1% | +48.7% |
| All | +78.4% | +73.2% | +5.2% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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