-2.6%
MOS vs TECK
+215.7%
-218.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.4% |
| 7D | +5.5% | -1.2% | +6.7% | +5.6% |
| 30D | +21.0% | -5.7% | +26.7% | +23.7% |
| 3M | -0.5% | -3.6% | +3.1% | +0.3% |
| 6M | +6.6% | -2.2% | +8.8% | +5.5% |
| YTD | -2.8% | +33.6% | -36.3% | -17.9% |
| 1Y | -8.1% | +49.0% | -57.0% | -26.5% |
| 3Y | -25.6% | +85.4% | -111.0% | -49.7% |
| 5Y | -29.8% | +138.5% | -168.3% | -60.8% |
| All | -2.6% | +215.7% | -218.3% | -63.3% |
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 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