+659.5%
MSTR vs TEVA
-22.9%
+682.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.2% | +1.3% |
| 7D | -8.3% | +2.0% | -10.3% | -8.8% |
| 30D | +38.1% | +1.0% | +37.2% | +37.6% |
| 3M | +9.0% | +7.3% | +1.7% | +6.2% |
| 6M | -5.3% | +21.7% | -27.0% | -11.2% |
| YTD | -13.8% | +18.8% | -32.6% | -18.7% |
| 1Y | -59.8% | +86.5% | -146.3% | -66.9% |
| 3Y | +282.2% | +269.4% | +12.8% | +148.9% |
| 5Y | +112.8% | +303.6% | -190.8% | +33.5% |
| All | +659.5% | -22.9% | +682.4% | +471.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling