+528.8%
MAS vs TECK
+2,171.4%
-1,642.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.1% |
| YTD | +16.1% | +44.7% | -28.6% | +5.3% |
| 1Y | +0.1% | +112.0% | -111.9% | -17.4% |
| 3Y | +28.3% | +67.6% | -39.3% | +8.9% |
| 5Y | +30.5% | +200.3% | -169.9% | -7.8% |
| 10Y | +139.1% | +358.2% | -219.1% | +32.0% |
| All | +528.8% | +2,171.4% | -1,642.6% | +165.7% |
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