+558.4%
MTSI vs TEVA
-24.5%
+582.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.4% | -3.4% | -4.4% |
| 7D | +4.8% | -0.7% | +5.5% | +5.0% |
| 30D | -9.2% | -0.4% | -8.8% | -9.2% |
| 3M | -23.1% | +8.2% | -31.4% | -25.4% |
| 6M | +23.5% | +15.3% | +8.2% | +17.0% |
| YTD | +59.1% | +16.5% | +42.6% | +50.4% |
| 1Y | +106.9% | +85.7% | +21.1% | +70.1% |
| 3Y | +243.2% | +277.9% | -34.7% | +118.8% |
| 5Y | +324.5% | +295.5% | +29.0% | +155.3% |
| All | +558.4% | -24.5% | +582.8% | +370.3% |
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