+503.0%
MA vs TEVA
-22.9%
+525.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.4% | +0.4% |
| 7D | -1.7% | +2.0% | -3.7% | -2.0% |
| 30D | +1.7% | +1.0% | +0.7% | +1.5% |
| 3M | +17.2% | +7.3% | +9.9% | +15.6% |
| 6M | +13.3% | +21.7% | -8.4% | +9.4% |
| YTD | +0.2% | +18.8% | -18.6% | -3.0% |
| 1Y | -2.7% | +86.5% | -89.2% | -12.8% |
| 3Y | +39.1% | +269.4% | -230.4% | +7.6% |
| 5Y | +68.8% | +303.6% | -234.8% | +25.4% |
| All | +503.0% | -22.9% | +525.9% | +392.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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