+145.9%
MOS vs TEVA
+7,037.9%
-6,892.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.9% | -1.3% |
| 7D | -1.7% | +2.0% | -3.7% | -2.1% |
| 30D | +12.4% | +1.0% | +11.5% | +12.2% |
| 3M | +20.5% | +7.3% | +13.1% | +18.1% |
| 6M | -12.0% | +21.7% | -33.7% | -16.2% |
| YTD | +7.4% | +18.8% | -11.4% | +2.5% |
| 1Y | -22.5% | +86.5% | -108.9% | -33.4% |
| 3Y | -25.5% | +269.4% | -294.9% | -47.2% |
| 5Y | -10.1% | +303.6% | -313.7% | -39.3% |
| 10Y | +12.7% | -22.9% | +35.7% | -4.4% |
| All | +145.9% | +7,037.9% | -6,892.0% | +33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling