+103.3%
TEVA vs MSTZ
-99.1%
+202.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.6% | -7.9% | -1.2% |
| 7D | -0.7% | +24.8% | -25.5% | -0.2% |
| 30D | -0.4% | -59.2% | +58.9% | -2.2% |
| 3M | +8.2% | -56.9% | +65.1% | +7.1% |
| 6M | +15.3% | -57.6% | +72.9% | +14.9% |
| YTD | +16.5% | -73.6% | +90.1% | +16.2% |
| 1Y | +85.7% | -15.6% | +101.3% | +92.9% |
| All | +103.3% | -99.1% | +202.4% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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