+12.7%
MOS vs TEVA
-24.5%
+37.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.9% |
| 7D | +0.5% | -0.7% | +1.2% | +0.7% |
| 30D | +10.9% | -0.4% | +11.2% | +11.0% |
| 3M | +29.2% | +8.2% | +21.0% | +25.9% |
| 6M | -2.3% | +15.3% | -17.6% | -6.9% |
| YTD | +8.3% | +16.5% | -8.2% | +2.7% |
| 1Y | -21.2% | +85.7% | -106.9% | -34.8% |
| 3Y | -25.9% | +277.9% | -303.8% | -53.4% |
| 5Y | -9.4% | +295.5% | -304.9% | -46.3% |
| All | +12.7% | -24.5% | +37.1% | -19.8% |
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 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