+108.8%
MSTR vs TEVA
+290.4%
-181.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.8% | -2.6% |
| 7D | -11.2% | -0.7% | -10.5% | -11.0% |
| 30D | +33.8% | -0.4% | +34.1% | +33.7% |
| 3M | +11.5% | +8.2% | +3.2% | +7.0% |
| 6M | -7.2% | +15.3% | -22.5% | -13.8% |
| YTD | -15.4% | +16.5% | -31.9% | -21.9% |
| 1Y | -60.6% | +85.7% | -146.4% | -70.5% |
| 3Y | +260.8% | +277.9% | -17.0% | +69.5% |
| 5Y | +108.8% | +295.5% | -186.7% | -10.5% |
| All | +108.8% | +290.4% | -181.6% | -10.5% |
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