+35.3%
MAS vs TEVA
+281.5%
-246.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | -0.8% | -0.2% | -0.5% | -0.7% |
| 30D | -5.6% | +4.7% | -10.3% | -6.2% |
| 3M | +4.4% | +5.6% | -1.2% | +3.5% |
| 6M | +7.2% | +10.5% | -3.3% | +5.2% |
| YTD | +16.1% | +16.5% | -0.4% | +13.0% |
| 1Y | +0.1% | +96.8% | -96.7% | -9.8% |
| 3Y | +28.3% | +269.5% | -241.2% | +1.3% |
| All | +35.3% | +281.5% | -246.2% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling