+145.1%
MS vs TECK
+200.8%
-55.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +1.4% | -0.3% | +1.7% | +1.5% |
| 30D | -0.3% | +4.6% | -4.9% | -1.5% |
| 3M | +0.3% | +2.8% | -2.5% | -1.0% |
| 6M | +31.3% | +24.9% | +6.4% | +22.4% |
| YTD | +24.7% | +44.7% | -20.1% | +11.2% |
| 1Y | +47.9% | +112.0% | -64.1% | +18.3% |
| 3Y | +178.3% | +67.6% | +110.7% | +130.0% |
| All | +145.1% | +200.8% | -55.8% | +74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling