+37.5%
MAS vs TEVA
+73.1%
-35.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.6% |
| 7D | +1.2% | +4.5% | -3.3% | +0.8% |
| 30D | +21.6% | +5.8% | +15.8% | +21.0% |
| 3M | +14.1% | +18.8% | -4.7% | +12.3% |
| 6M | +22.6% | +21.9% | +0.7% | +22.1% |
| YTD | +35.4% | +39.9% | -4.4% | +26.9% |
| 1Y | +37.5% | +69.0% | -31.5% | +19.2% |
| All | +37.5% | +73.1% | -35.7% | +19.2% |
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