+51.8%
TEL vs MSI
+97.7%
-46.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | +1.2% | -4.0% | +5.2% | +3.0% |
| 30D | -4.1% | -0.5% | -3.7% | -4.1% |
| 3M | -2.6% | +11.4% | -14.0% | -7.8% |
| 6M | 0.0% | +1.0% | -1.0% | -1.2% |
| YTD | -9.1% | +20.7% | -29.7% | -18.3% |
| 1Y | -0.8% | -2.7% | +1.9% | -0.7% |
| 3Y | +67.4% | +68.2% | -0.8% | +18.1% |
| 5Y | +51.8% | +100.0% | -48.2% | -6.4% |
| All | +51.8% | +97.7% | -46.0% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling