+43.0%
MTSI vs TEVA
+71.2%
-28.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.9% | -7.5% | -5.9% |
| 7D | +10.0% | +4.4% | +5.6% | +9.3% |
| 30D | -20.3% | +9.3% | -29.6% | -21.3% |
| 3M | -24.4% | +21.9% | -46.3% | -26.1% |
| 6M | -39.2% | +22.8% | -61.9% | -39.1% |
| YTD | +35.5% | +42.6% | -7.1% | +26.1% |
| 1Y | +43.0% | +74.2% | -31.2% | +18.4% |
| All | +43.0% | +71.2% | -28.1% | +18.4% |
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