-3.5%
MSFU vs TEVA
+106.6%
-110.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | -0.1% | +13.6% | +13.5% |
| 7D | +8.2% | +4.7% | +3.5% | +8.0% |
| 30D | +10.2% | +5.5% | +4.7% | +9.9% |
| 3M | +22.9% | +21.6% | +1.3% | +22.0% |
| 6M | +63.2% | +18.4% | +44.8% | +62.2% |
| YTD | +11.7% | +34.1% | -22.4% | +9.2% |
| 1Y | -3.5% | +104.5% | -108.0% | -5.0% |
| All | -3.5% | +106.6% | -110.1% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling