+61.7%
MAS vs TECK
+64.8%
-3.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -7.1% | +3.6% | -1.8% |
| 7D | +4.6% | -6.0% | +10.5% | +6.0% |
| 30D | +19.9% | -10.7% | +30.6% | +22.7% |
| 3M | +8.9% | -9.2% | +18.1% | +10.9% |
| 6M | +20.2% | +3.9% | +16.2% | +17.7% |
| YTD | +33.9% | +25.7% | +8.2% | +24.7% |
| 1Y | +34.7% | +44.3% | -9.6% | +21.4% |
| All | +61.7% | +64.8% | -3.1% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling