-30.8%
MOS vs TECK
+77.0%
-107.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.9% | -0.7% | -3.3% |
| 7D | -2.6% | +2.1% | -4.7% | -3.3% |
| 30D | +13.5% | -8.9% | +22.4% | +16.6% |
| 3M | -2.9% | -7.1% | +4.2% | -1.1% |
| 6M | -1.0% | -7.0% | +6.0% | +0.1% |
| YTD | -7.2% | +28.3% | -35.6% | -16.4% |
| 1Y | -11.4% | +40.6% | -52.0% | -22.7% |
| All | -30.8% | +77.0% | -107.7% | -46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling