+14.9%
MAGS vs TECK
+108.8%
-93.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | +0.5% | -0.3% | +0.9% | +0.6% |
| 30D | +1.5% | +4.6% | -3.1% | +0.6% |
| 3M | +0.5% | +2.8% | -2.4% | -0.3% |
| 6M | +11.6% | +24.9% | -13.3% | +5.3% |
| YTD | +5.3% | +44.7% | -39.5% | -3.7% |
| 1Y | +14.9% | +112.0% | -97.1% | +1.6% |
| All | +14.9% | +108.8% | -93.9% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 1y: compounded portfolio wealth divided by compounded TECK 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…
1y analysis · Full analysis span regression · 6 months rolling