+8.5%
MOS vs TECK
+344.6%
-336.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | +9.5% | -0.3% | +9.9% | +9.6% |
| 30D | +10.4% | +4.6% | +5.8% | +8.2% |
| 3M | +12.9% | +2.8% | +10.0% | +10.5% |
| 6M | +1.2% | +24.9% | -23.7% | -10.1% |
| YTD | +9.3% | +44.7% | -35.4% | -9.9% |
| 1Y | -18.0% | +112.0% | -130.0% | -43.8% |
| 3Y | -29.0% | +67.6% | -96.6% | -49.0% |
| 5Y | -9.6% | +200.3% | -209.9% | -53.8% |
| All | +8.5% | +344.6% | -336.1% | -60.1% |
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