+781.0%
MS vs TEVA
-22.9%
+803.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.4% |
| 7D | -1.5% | +2.0% | -3.5% | -2.0% |
| 30D | -1.5% | +1.0% | -2.5% | -1.8% |
| 3M | +1.4% | +7.3% | -6.0% | -0.7% |
| 6M | +34.7% | +21.7% | +13.0% | +27.8% |
| YTD | +22.7% | +18.8% | +3.9% | +17.0% |
| 1Y | +40.1% | +86.5% | -46.4% | +19.8% |
| 3Y | +181.4% | +269.4% | -88.0% | +96.8% |
| 5Y | +142.6% | +303.6% | -161.0% | +59.9% |
| All | +781.0% | -22.9% | +803.9% | +597.7% |
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