+190.0%
MAGS vs TECK
+72.9%
+117.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.7% | -1.6% |
| 7D | +1.2% | +7.8% | -6.5% | -0.6% |
| 30D | -0.1% | +8.3% | -8.4% | -2.2% |
| 3M | +3.8% | +16.1% | -12.3% | -0.6% |
| 6M | +13.2% | +42.9% | -29.6% | +2.0% |
| YTD | +4.7% | +50.8% | -46.0% | -7.8% |
| 1Y | +14.4% | +106.1% | -91.7% | -8.2% |
| 3Y | +128.6% | +84.0% | +44.5% | +83.8% |
| All | +190.0% | +72.9% | +117.1% | +134.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling