-88.0%
MSTU vs TEVA
+107.4%
-195.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.5% | +2.8% |
| 7D | -16.6% | +2.0% | -18.6% | -17.2% |
| 30D | +69.7% | +1.0% | +68.8% | +68.7% |
| 3M | -7.5% | +7.3% | -14.8% | -10.8% |
| 6M | -43.1% | +21.7% | -64.8% | -48.2% |
| YTD | -63.0% | +18.8% | -81.9% | -65.9% |
| 1Y | -93.8% | +86.5% | -180.3% | -95.2% |
| All | -88.0% | +107.4% | -195.4% | -92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling