+176.8%
MS vs TECK
+74.1%
+102.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.3% |
| 7D | +5.1% | -0.4% | +5.5% | +5.1% |
| 30D | +5.7% | -7.1% | +12.8% | +8.0% |
| 3M | -12.2% | -5.5% | -6.7% | -11.0% |
| 6M | -0.5% | -9.7% | +9.2% | +1.6% |
| YTD | +9.8% | +26.3% | -16.4% | -0.5% |
| 1Y | +17.7% | +44.4% | -26.6% | +1.7% |
| 3Y | +176.8% | +70.1% | +106.8% | +112.6% |
| All | +176.8% | +74.1% | +102.7% | +112.6% |
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 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