+44.4%
TEL vs MSTZ
-99.2%
+143.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.2% | -9.9% | -1.3% |
| 7D | -1.4% | -25.4% | +23.9% | -2.4% |
| 30D | -4.9% | -60.9% | +56.0% | -8.3% |
| 3M | +0.1% | -54.2% | +54.3% | -1.5% |
| 6M | +0.4% | -65.0% | +65.3% | -1.6% |
| YTD | -8.9% | -76.5% | +67.6% | -10.4% |
| 1Y | -0.3% | -23.4% | +23.1% | +5.1% |
| All | +44.4% | -99.2% | +143.6% | +28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling