+262.0%
MTSI vs TEVA
+278.3%
-16.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +3.9% | +4.1% |
| 7D | +11.1% | -1.7% | +12.8% | +11.4% |
| 30D | -3.7% | +2.0% | -5.6% | -4.1% |
| 3M | -20.2% | +7.0% | -27.2% | -21.5% |
| 6M | +30.8% | +17.0% | +13.8% | +25.6% |
| YTD | +67.0% | +18.1% | +49.0% | +60.3% |
| 1Y | +120.4% | +87.2% | +33.2% | +92.1% |
| All | +262.0% | +278.3% | -16.3% | +179.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling