-56.4%
MSTR vs TEVA
+93.8%
-150.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | +12.2% | -0.2% | +12.4% | +12.0% |
| 30D | +45.2% | +4.7% | +40.4% | +43.2% |
| 3M | +10.4% | +5.6% | +4.8% | +8.7% |
| 6M | -2.5% | +10.5% | -13.0% | -5.9% |
| YTD | -6.0% | +16.5% | -22.5% | -11.0% |
| 1Y | -56.4% | +96.8% | -153.2% | -64.9% |
| All | -56.4% | +93.8% | -150.2% | -64.9% |
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 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