+514.9%
MKSI vs TECK
+377.7%
+137.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.8% |
| 7D | +2.7% | -3.8% | +6.5% | +4.3% |
| 30D | -12.8% | +0.7% | -13.5% | -13.3% |
| 3M | -22.5% | +4.6% | -27.1% | -24.0% |
| 6M | +19.4% | +25.1% | -5.7% | +9.2% |
| YTD | +67.7% | +39.2% | +28.5% | +46.4% |
| 1Y | +131.4% | +60.3% | +71.1% | +90.8% |
| 3Y | +197.3% | +62.9% | +134.4% | +143.0% |
| 5Y | +87.0% | +181.5% | -94.5% | +19.0% |
| All | +514.9% | +377.7% | +137.2% | +213.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling