+2.8%
MOS vs TECK
+221.5%
-218.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.0% | -5.1% | -1.3% |
| 7D | +19.7% | +3.1% | +16.6% | +17.9% |
| 30D | +21.5% | -5.0% | +26.5% | +23.9% |
| 3M | -0.4% | -2.6% | +2.2% | -0.1% |
| 6M | +4.5% | 0.0% | +4.6% | +2.5% |
| YTD | -2.9% | +35.6% | -38.5% | -18.5% |
| 1Y | -7.7% | +58.1% | -65.8% | -28.2% |
| 3Y | -25.6% | +93.3% | -119.0% | -50.7% |
| 5Y | -31.2% | +153.7% | -184.9% | -62.7% |
| 10Y | +2.8% | +226.7% | -223.9% | -61.1% |
| All | +2.8% | +221.5% | -218.7% | -61.1% |
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