+82.1%
TEL vs MSFU
+88.0%
-5.9%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | +4.5% | -2.8% | +7.3% | +5.0% |
| 30D | +2.9% | -5.3% | +8.2% | +3.7% |
| 3M | +1.1% | +7.2% | -6.1% | -0.5% |
| 6M | +5.0% | +51.0% | -46.0% | -4.6% |
| YTD | -3.9% | -1.2% | -2.6% | -5.6% |
| 1Y | -7.4% | -10.3% | +2.9% | -6.9% |
| 3Y | +81.0% | +22.2% | +58.8% | +58.4% |
| All | +82.1% | +88.0% | -5.9% | +33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling