-87.2%
MSTU vs TEVA
+106.6%
-193.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.1% | +10.5% | +10.4% |
| 7D | -4.8% | +4.7% | -9.5% | -6.9% |
| 30D | -29.6% | +5.5% | -35.1% | -31.4% |
| 3M | +69.4% | +21.6% | +47.8% | +54.5% |
| 6M | -62.2% | +18.4% | -80.6% | -64.9% |
| YTD | -61.1% | +34.1% | -95.2% | -66.8% |
| 1Y | -87.2% | +104.5% | -191.7% | -92.0% |
| All | -87.2% | +106.6% | -193.7% | -92.0% |
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