+1,208.8%
MTSI vs TEVA
-2.3%
+1,211.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.7% |
| 7D | +1.4% | -0.2% | +1.6% | +1.4% |
| 30D | +2.1% | +4.7% | -2.6% | +0.6% |
| 3M | -29.7% | +5.6% | -35.3% | -31.4% |
| 6M | +12.5% | +10.5% | +2.0% | +7.9% |
| YTD | +57.0% | +16.5% | +40.5% | +48.1% |
| 1Y | +103.9% | +96.8% | +7.2% | +63.5% |
| 3Y | +223.6% | +269.5% | -45.9% | +104.1% |
| 5Y | +321.6% | +283.5% | +38.0% | +151.0% |
| 10Y | +517.7% | -25.9% | +543.7% | +436.8% |
| All | +1,208.8% | -2.3% | +1,211.0% | +1,005.1% |
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 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