+288.4%
TEL vs MSI
+663.2%
-374.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.3% |
| 7D | +5.6% | +2.6% | +3.0% | +4.3% |
| 30D | +0.9% | +18.1% | -17.2% | -7.2% |
| 3M | +2.1% | +13.2% | -11.1% | -4.4% |
| 6M | +2.7% | +36.3% | -33.6% | -12.9% |
| YTD | -3.2% | +39.5% | -42.7% | -19.8% |
| 1Y | -10.6% | +36.9% | -47.5% | -25.2% |
| 3Y | +79.8% | +76.1% | +3.7% | +27.9% |
| 5Y | +43.3% | +123.7% | -80.4% | -12.2% |
| All | +288.4% | +663.2% | -374.8% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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