+33.8%
MAS vs TECK
+69.4%
-35.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | -0.8% | -0.3% | -0.4% | -0.7% |
| 30D | -5.6% | +4.6% | -10.2% | -6.6% |
| 3M | +4.4% | +2.8% | +1.6% | +3.2% |
| 6M | +7.2% | +24.9% | -17.7% | +0.7% |
| YTD | +16.1% | +44.7% | -28.6% | +4.7% |
| 1Y | +0.1% | +112.0% | -111.9% | -18.5% |
| All | +33.8% | +69.4% | -35.6% | +10.3% |
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