+44.1%
TEL vs MSTZ
-99.1%
+143.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.6% | -6.6% | +0.3% |
| 7D | -2.3% | +24.8% | -27.1% | -1.1% |
| 30D | -6.1% | -59.2% | +53.2% | -9.2% |
| 3M | +1.7% | -56.9% | +58.6% | -0.3% |
| 6M | +1.6% | -57.6% | +59.2% | +0.6% |
| YTD | -9.1% | -73.6% | +64.5% | -10.0% |
| 1Y | -1.7% | -15.6% | +13.9% | +4.2% |
| All | +44.1% | -99.1% | +143.2% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling