+1,587.6%
MAS vs TEVA
+8,100.3%
-6,512.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.9% | -2.2% |
| 7D | +2.0% | +1.2% | +0.7% | +1.7% |
| 30D | +19.4% | +8.8% | +10.6% | +17.8% |
| 3M | +9.4% | +22.4% | -13.0% | +6.0% |
| 6M | +15.3% | +17.3% | -1.9% | +12.0% |
| YTD | +31.3% | +36.5% | -5.2% | +24.4% |
| 1Y | +34.9% | +74.2% | -39.3% | +23.1% |
| 3Y | +58.6% | +370.8% | -312.2% | +21.1% |
| 5Y | +40.7% | +366.7% | -326.0% | +5.4% |
| 10Y | +220.4% | +10.5% | +210.0% | +172.0% |
| All | +1,587.6% | +8,100.3% | -6,512.7% | +969.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling