+3,838.8%
MSI vs TEVA
+6,895.5%
-3,056.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.2% | +1.1% |
| 7D | -1.8% | -0.7% | -1.0% | -1.7% |
| 30D | -0.6% | -0.4% | -0.3% | -0.6% |
| 3M | +13.0% | +8.2% | +4.8% | +11.2% |
| 6M | +0.5% | +15.3% | -14.8% | -2.6% |
| YTD | +21.7% | +16.5% | +5.2% | +17.6% |
| 1Y | -2.6% | +85.7% | -88.4% | -13.8% |
| 3Y | +69.7% | +277.9% | -208.2% | +27.7% |
| 5Y | +102.8% | +295.5% | -192.7% | +46.9% |
| 10Y | +602.9% | -24.5% | +627.4% | +527.2% |
| All | +3,838.8% | +6,895.5% | -3,056.7% | +1,714.7% |
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 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