+157.0%
MKSI vs TEVA
+93.8%
+63.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.4% |
| 7D | +1.8% | -0.2% | +2.0% | +1.8% |
| 30D | -16.8% | +4.7% | -21.5% | -17.2% |
| 3M | -21.1% | +5.6% | -26.7% | -21.1% |
| 6M | +10.8% | +10.5% | +0.4% | +7.8% |
| YTD | +63.3% | +16.5% | +46.8% | +58.1% |
| 1Y | +157.0% | +96.8% | +60.2% | +134.7% |
| All | +157.0% | +93.8% | +63.2% | +134.7% |
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