-8.1%
MOS vs TECK
+50.8%
-58.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.2% |
| 7D | +5.5% | -1.2% | +6.7% | +5.6% |
| 30D | +21.0% | -5.7% | +26.7% | +22.7% |
| 3M | -0.5% | -3.6% | +3.1% | 0.0% |
| 6M | +6.6% | -2.2% | +8.8% | +6.0% |
| YTD | -2.8% | +33.6% | -36.3% | -12.9% |
| 1Y | -8.1% | +49.0% | -57.0% | -19.4% |
| All | -8.1% | +50.8% | -58.8% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling