+356.3%
MTSI vs TEVA
+294.1%
+62.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +3.9% | +4.1% |
| 7D | +11.1% | -1.7% | +12.8% | +11.5% |
| 30D | -3.7% | +2.0% | -5.6% | -4.2% |
| 3M | -20.2% | +7.0% | -27.2% | -21.8% |
| 6M | +30.8% | +17.0% | +13.8% | +24.8% |
| YTD | +67.0% | +18.1% | +49.0% | +59.1% |
| 1Y | +120.4% | +87.2% | +33.2% | +87.4% |
| 3Y | +260.4% | +283.1% | -22.7% | +146.6% |
| 5Y | +356.3% | +298.4% | +57.9% | +196.1% |
| All | +356.3% | +294.1% | +62.1% | +196.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling