+135.4%
MAS vs TEVA
-25.3%
+160.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.6% |
| 7D | +1.0% | +1.6% | -0.6% | +0.7% |
| 30D | -8.1% | +4.0% | -12.0% | -8.7% |
| 3M | +3.3% | +10.5% | -7.2% | +1.5% |
| 6M | +12.4% | +18.4% | -5.9% | +9.0% |
| YTD | +13.3% | +17.8% | -4.5% | +9.9% |
| 1Y | -4.7% | +90.5% | -95.2% | -14.3% |
| 3Y | +33.0% | +282.1% | -249.2% | +4.5% |
| 5Y | +33.9% | +291.9% | -258.0% | +2.6% |
| 10Y | +135.4% | -24.9% | +160.2% | +107.2% |
| All | +135.4% | -25.3% | +160.7% | +107.2% |
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 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