+1,029.2%
MTSI vs TEVA
+19.6%
+1,009.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.9% | -7.5% | -6.1% |
| 7D | +10.0% | +4.4% | +5.6% | +8.7% |
| 30D | -20.3% | +9.3% | -29.6% | -22.3% |
| 3M | -24.4% | +21.9% | -46.3% | -28.8% |
| 6M | -39.2% | +22.8% | -61.9% | -43.4% |
| YTD | +35.5% | +42.6% | -7.1% | +20.4% |
| 1Y | +43.0% | +74.2% | -31.2% | +19.9% |
| 3Y | +196.3% | +404.5% | -208.3% | +71.1% |
| 5Y | +210.0% | +367.9% | -157.9% | +75.3% |
| 10Y | +469.1% | +14.2% | +454.8% | +330.3% |
| All | +1,029.2% | +19.6% | +1,009.6% | +798.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling