+73.2%
MSFU vs TEVA
+324.9%
-251.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.8% |
| 7D | -1.8% | +2.0% | -3.8% | -2.1% |
| 30D | +0.5% | +1.0% | -0.5% | +0.2% |
| 3M | +51.9% | +7.3% | +44.5% | +49.6% |
| 6M | +35.0% | +21.7% | +13.2% | +29.6% |
| YTD | -9.0% | +18.8% | -27.9% | -12.5% |
| 1Y | -18.8% | +86.5% | -105.3% | -28.8% |
| 3Y | +25.5% | +269.4% | -243.9% | -6.8% |
| All | +73.2% | +324.9% | -251.7% | +17.9% |
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