+514.9%
MKSI vs TEVA
-22.9%
+537.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +1.5% |
| 7D | +2.7% | +2.0% | +0.7% | +2.1% |
| 30D | -12.8% | +1.0% | -13.8% | -13.1% |
| 3M | -22.5% | +7.3% | -29.8% | -24.8% |
| 6M | +19.4% | +21.7% | -2.3% | +11.4% |
| YTD | +67.7% | +18.8% | +48.9% | +57.5% |
| 1Y | +131.4% | +86.5% | +44.9% | +89.2% |
| 3Y | +197.3% | +269.4% | -72.1% | +93.6% |
| 5Y | +87.0% | +303.6% | -216.6% | +14.9% |
| All | +514.9% | -22.9% | +537.9% | +353.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling