+651.0%
MAS vs TECK
+2,021.8%
-1,370.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.3% | +1.4% | +4.7% |
| 7D | +14.2% | +2.3% | +11.9% | +13.6% |
| 30D | +26.8% | -5.0% | +31.8% | +28.0% |
| 3M | +13.1% | -0.3% | +13.4% | +12.8% |
| 6M | +27.9% | +13.9% | +14.1% | +22.9% |
| YTD | +38.7% | +35.2% | +3.5% | +27.3% |
| 1Y | +40.4% | +57.5% | -17.2% | +24.3% |
| 3Y | +66.1% | +78.3% | -12.2% | +38.8% |
| 5Y | +47.4% | +150.2% | -102.8% | +8.7% |
| 10Y | +238.3% | +245.8% | -7.5% | +100.6% |
| All | +651.0% | +2,021.8% | -1,370.8% | +221.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling