-6.3%
MOS vs TEVA
+15.4%
-21.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.2% |
| 7D | -2.0% | +4.4% | -6.4% | -3.1% |
| 30D | +15.3% | +9.3% | +6.0% | +12.6% |
| 3M | +1.5% | +21.9% | -20.4% | -3.8% |
| 6M | -2.0% | +22.8% | -24.7% | -7.8% |
| YTD | -6.5% | +42.6% | -49.1% | -16.1% |
| 1Y | -11.1% | +74.2% | -85.3% | -24.4% |
| 3Y | -30.3% | +404.5% | -434.8% | -59.3% |
| 5Y | -33.5% | +367.9% | -401.4% | -62.0% |
| All | -6.3% | +15.4% | -21.8% | -40.5% |
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