+225.0%
MOS vs TECK
+1,890.1%
-1,665.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +21.6% | -0.2% | +21.8% | +21.7% |
| 30D | +12.0% | -7.5% | +19.5% | +15.0% |
| 3M | -3.9% | -8.4% | +4.6% | -1.1% |
| 6M | -3.3% | -2.2% | -1.1% | -4.1% |
| YTD | -4.6% | +26.8% | -31.5% | -15.5% |
| 1Y | -7.0% | +46.5% | -53.5% | -22.4% |
| 3Y | -24.4% | +69.0% | -93.4% | -43.1% |
| 5Y | -32.1% | +138.8% | -170.9% | -57.1% |
| 10Y | +10.3% | +224.3% | -214.0% | -44.8% |
| All | +225.0% | +1,890.1% | -1,665.1% | +10.1% |
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 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