+191.0%
MAGS vs TECK
+69.0%
+122.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.6% | +0.9% |
| 7D | +0.8% | +4.9% | -4.1% | -0.4% |
| 30D | +0.4% | +5.2% | -4.8% | -1.0% |
| 3M | +5.6% | +13.8% | -8.2% | +1.6% |
| 6M | +12.3% | +38.5% | -26.2% | +1.9% |
| YTD | +5.1% | +47.3% | -42.2% | -7.0% |
| 1Y | +14.0% | +81.0% | -67.0% | -5.1% |
| 3Y | +129.4% | +79.9% | +49.5% | +85.5% |
| All | +191.0% | +69.0% | +122.0% | +136.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling