+127.5%
MAGS vs TECK
+65.8%
+61.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | +0.6% | -3.8% | +4.5% | +1.6% |
| 30D | +3.2% | +0.7% | +2.5% | +2.8% |
| 3M | +7.7% | +4.6% | +3.1% | +5.7% |
| 6M | +12.5% | +25.1% | -12.7% | +4.1% |
| YTD | +6.0% | +39.2% | -33.2% | -5.7% |
| 1Y | +14.4% | +60.3% | -45.9% | -2.9% |
| 3Y | +127.5% | +62.9% | +64.6% | +85.4% |
| All | +127.5% | +65.8% | +61.7% | +85.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling