+49.3%
TEL vs MSTZ
-99.1%
+148.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.8% | +7.3% | +3.4% |
| 7D | +1.6% | +17.0% | -15.5% | +2.4% |
| 30D | -0.7% | -61.8% | +61.1% | -4.3% |
| 3M | +2.4% | -54.6% | +57.0% | +0.7% |
| 6M | +4.1% | -59.3% | +63.4% | +2.9% |
| YTD | -5.8% | -74.6% | +68.8% | -7.0% |
| 1Y | +0.9% | -18.8% | +19.7% | +6.7% |
| All | +49.3% | -99.1% | +148.4% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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