+38.1%
MA vs TEVA
+273.2%
-235.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | -3.5% | -0.7% | -2.7% | -3.4% |
| 30D | +0.7% | -0.4% | +1.1% | +0.7% |
| 3M | +15.8% | +8.2% | +7.5% | +14.7% |
| 6M | +10.2% | +15.3% | -5.1% | +8.4% |
| YTD | -0.5% | +16.5% | -16.9% | -2.2% |
| 1Y | -1.8% | +85.7% | -87.6% | -7.3% |
| All | +38.1% | +273.2% | -235.1% | +17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling