+106.9%
MTSI vs TEVA
+84.1%
+22.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.4% | -3.4% | -4.6% |
| 7D | +4.8% | -0.7% | +5.5% | +4.9% |
| 30D | -9.2% | -0.4% | -8.8% | -9.1% |
| 3M | -23.1% | +8.2% | -31.4% | -23.8% |
| 6M | +23.5% | +15.3% | +8.2% | +18.9% |
| YTD | +59.1% | +16.5% | +42.6% | +53.8% |
| 1Y | +106.9% | +85.7% | +21.1% | +85.7% |
| All | +106.9% | +84.1% | +22.8% | +85.7% |
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