+683.8%
TEL vs MSI
+754.7%
-70.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.1% |
| 7D | +3.0% | -3.7% | +6.6% | +4.9% |
| 30D | -3.9% | +6.8% | -10.8% | -7.4% |
| 3M | -5.1% | +14.3% | -19.4% | -11.7% |
| 6M | +0.6% | -1.6% | +2.2% | +0.2% |
| YTD | -7.3% | +22.8% | -30.1% | -17.7% |
| 1Y | +1.1% | -1.1% | +2.2% | -0.3% |
| 3Y | +63.7% | +70.5% | -6.8% | +20.6% |
| 5Y | +50.7% | +102.8% | -52.1% | +0.7% |
| 10Y | +290.2% | +597.4% | -307.3% | +37.0% |
| All | +683.8% | +754.7% | -70.9% | +72.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling