+272.6%
MOS vs TECK
+2,171.4%
-1,898.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +9.5% | -0.3% | +9.9% | +9.6% |
| 30D | +10.4% | +4.6% | +5.8% | +8.5% |
| 3M | +12.9% | +2.8% | +10.0% | +10.8% |
| 6M | +1.2% | +24.9% | -23.7% | -8.6% |
| YTD | +9.3% | +44.7% | -35.4% | -7.5% |
| 1Y | -18.0% | +112.0% | -130.0% | -40.8% |
| 3Y | -29.0% | +67.6% | -96.6% | -46.3% |
| 5Y | -9.6% | +200.3% | -209.9% | -47.6% |
| 10Y | +6.1% | +358.2% | -352.2% | -53.7% |
| All | +272.6% | +2,171.4% | -1,898.8% | +20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling