-6.6%
MOS vs TEVA
+294.1%
-300.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.5% | -1.2% |
| 7D | +1.7% | -1.7% | +3.4% | +1.9% |
| 30D | +11.7% | +2.0% | +9.7% | +11.3% |
| 3M | +23.2% | +7.0% | +16.2% | +21.7% |
| 6M | -1.6% | +17.0% | -18.6% | -4.6% |
| YTD | +10.8% | +18.1% | -7.2% | +7.2% |
| 1Y | -16.2% | +87.2% | -103.5% | -25.7% |
| 3Y | -24.2% | +283.1% | -307.3% | -46.0% |
| 5Y | -6.6% | +298.4% | -305.0% | -37.9% |
| All | -6.6% | +294.1% | -300.8% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling