+212.3%
MAS vs TECK
+198.5%
+13.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.9% | +0.6% |
| 7D | +3.0% | -0.4% | +3.4% | +3.1% |
| 30D | +22.4% | -7.1% | +29.5% | +24.0% |
| 3M | +14.5% | -5.5% | +19.9% | +15.3% |
| 6M | +27.1% | -9.7% | +36.8% | +28.6% |
| YTD | +35.8% | +26.3% | +9.5% | +28.1% |
| 1Y | +39.4% | +44.4% | -5.0% | +28.1% |
| 3Y | +60.3% | +70.1% | -9.8% | +39.5% |
| 5Y | +39.4% | +125.8% | -86.4% | +11.5% |
| All | +212.3% | +198.5% | +13.8% | +105.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling