+37.5%
MAS vs TECK
+42.2%
-4.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | +0.4% |
| 7D | +1.2% | +2.1% | -1.0% | +0.6% |
| 30D | +21.6% | -8.9% | +30.5% | +24.0% |
| 3M | +14.1% | -7.1% | +21.2% | +15.6% |
| 6M | +22.6% | -7.0% | +29.6% | +23.4% |
| YTD | +35.4% | +28.3% | +7.1% | +24.3% |
| 1Y | +37.5% | +40.6% | -3.1% | +23.6% |
| All | +37.5% | +42.2% | -4.7% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling