+213.2%
MAS vs TEVA
+12.2%
+201.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.2% |
| 7D | -1.8% | +3.3% | -5.1% | -2.3% |
| 30D | +23.6% | +5.0% | +18.5% | +22.6% |
| 3M | +12.4% | +18.5% | -6.1% | +9.5% |
| 6M | +21.9% | +20.6% | +1.2% | +18.0% |
| YTD | +36.1% | +38.5% | -2.4% | +28.8% |
| 1Y | +39.5% | +72.1% | -32.6% | +27.7% |
| 3Y | +59.1% | +398.2% | -339.0% | +20.1% |
| 5Y | +44.4% | +353.2% | -308.8% | +8.4% |
| All | +213.2% | +12.2% | +201.0% | +153.0% |
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