+40.4%
MAS vs TEVA
+106.6%
-66.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.1% | +5.8% | +5.7% |
| 7D | +14.2% | +4.7% | +9.5% | +13.8% |
| 30D | +26.8% | +5.5% | +21.3% | +26.3% |
| 3M | +13.1% | +21.6% | -8.4% | +11.4% |
| 6M | +27.9% | +18.4% | +9.5% | +27.1% |
| YTD | +38.7% | +34.1% | +4.6% | +34.1% |
| 1Y | +40.4% | +104.5% | -64.2% | +31.2% |
| All | +40.4% | +106.6% | -66.2% | +31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling