+553.7%
MS vs TECK
+211.9%
+341.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.1% | +1.1% |
| 7D | +0.8% | +1.7% | -0.9% | +0.3% |
| 30D | -0.7% | -7.6% | +6.9% | +1.6% |
| 3M | -12.4% | -5.9% | -6.5% | -11.1% |
| 6M | -1.7% | -2.8% | +1.1% | -1.9% |
| YTD | +8.0% | +31.8% | -23.8% | -2.9% |
| 1Y | +16.2% | +49.1% | -32.9% | +0.4% |
| 3Y | +171.3% | +83.0% | +88.3% | +112.7% |
| 5Y | +124.8% | +150.6% | -25.8% | +49.0% |
| 10Y | +553.7% | +219.0% | +334.7% | +224.6% |
| All | +553.7% | +211.9% | +341.7% | +224.6% |
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