+1,392.2%
MAS vs TEVA
+6,897.4%
-5,505.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.3% |
| 3M | +4.4% | +5.6% | -1.2% | +3.2% |
| 6M | +7.2% | +10.5% | -3.3% | +5.0% |
| YTD | +16.1% | +16.5% | -0.4% | +12.7% |
| 1Y | +0.1% | +96.8% | -96.7% | -10.6% |
| 3Y | +28.3% | +269.5% | -241.2% | +1.6% |
| 5Y | +30.5% | +283.5% | -253.1% | +0.4% |
| 10Y | +139.1% | -25.9% | +165.1% | +115.5% |
| All | +1,392.2% | +6,897.4% | -5,505.2% | +869.8% |
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