-42.3%
MSTR vs TEVA
+106.6%
-148.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.2% | +5.1% |
| 7D | -1.8% | +4.7% | -6.5% | -2.8% |
| 30D | -13.3% | +5.5% | -18.8% | -14.4% |
| 3M | +46.0% | +21.6% | +24.4% | +39.3% |
| 6M | -22.4% | +18.4% | -40.8% | -25.2% |
| YTD | -6.2% | +34.1% | -40.3% | -13.7% |
| 1Y | -42.3% | +104.5% | -146.8% | -55.0% |
| All | -42.3% | +106.6% | -148.9% | -55.0% |
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