+211.6%
MAS vs TEVA
+13.2%
+198.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.6% |
| 7D | +1.2% | +4.5% | -3.3% | +0.5% |
| 30D | +21.6% | +5.8% | +15.8% | +20.6% |
| 3M | +14.1% | +18.8% | -4.7% | +11.1% |
| 6M | +22.6% | +21.9% | +0.7% | +18.6% |
| YTD | +35.4% | +39.9% | -4.4% | +27.9% |
| 1Y | +37.5% | +69.0% | -31.5% | +26.2% |
| 3Y | +58.3% | +402.9% | -344.6% | +19.3% |
| 5Y | +39.1% | +359.0% | -319.9% | +4.2% |
| All | +211.6% | +13.2% | +198.4% | +151.4% |
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