-92.7%
MSTU vs TEVA
+93.8%
-186.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.8% |
| 7D | +21.3% | -0.2% | +21.6% | +20.7% |
| 30D | +90.8% | +4.7% | +86.1% | +85.7% |
| 3M | -6.8% | +5.6% | -12.4% | -10.0% |
| 6M | -39.8% | +10.5% | -50.3% | -43.7% |
| YTD | -55.7% | +16.5% | -72.2% | -60.0% |
| 1Y | -92.7% | +96.8% | -189.4% | -95.1% |
| All | -92.7% | +93.8% | -186.5% | -95.1% |
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