+143.2%
MS vs TEVA
+294.1%
-150.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.5% |
| 7D | +1.7% | -1.7% | +3.4% | +2.0% |
| 30D | 0.0% | +2.0% | -2.0% | -0.4% |
| 3M | +3.0% | +7.0% | -4.0% | +1.4% |
| 6M | +35.7% | +17.0% | +18.7% | +30.8% |
| YTD | +23.3% | +18.1% | +5.2% | +18.6% |
| 1Y | +44.7% | +87.2% | -42.6% | +26.8% |
| 3Y | +178.0% | +283.1% | -105.1% | +99.5% |
| 5Y | +143.2% | +298.4% | -155.2% | +61.3% |
| All | +143.2% | +294.1% | -150.9% | +61.3% |
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