+218.9%
MAS vs TECK
+221.0%
-2.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +7.0% | -2.5% | +3.2% |
| 7D | +3.3% | +3.1% | +0.2% | +2.7% |
| 30D | +25.5% | -5.0% | +30.4% | +26.5% |
| 3M | +11.8% | -2.6% | +14.3% | +11.9% |
| 6M | +21.3% | 0.0% | +21.4% | +20.4% |
| YTD | +37.7% | +35.6% | +2.1% | +28.2% |
| 1Y | +41.0% | +58.1% | -17.1% | +27.3% |
| 3Y | +63.0% | +93.3% | -30.3% | +38.5% |
| 5Y | +44.1% | +153.7% | -109.6% | +12.8% |
| All | +218.9% | +221.0% | -2.1% | +107.0% |
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 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