+1,028.9%
MS vs TECK
+2,171.4%
-1,142.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +1.4% | -0.3% | +1.7% | +1.5% |
| 30D | -0.3% | +4.6% | -4.9% | -1.8% |
| 3M | +0.3% | +2.8% | -2.5% | -1.3% |
| 6M | +31.3% | +24.9% | +6.4% | +20.3% |
| YTD | +24.7% | +44.7% | -20.1% | +7.9% |
| 1Y | +47.9% | +112.0% | -64.1% | +11.7% |
| 3Y | +178.3% | +67.6% | +110.7% | +119.6% |
| 5Y | +144.9% | +200.3% | -55.5% | +47.3% |
| 10Y | +804.5% | +358.2% | +446.3% | +294.6% |
| All | +1,028.9% | +2,171.4% | -1,142.5% | +232.5% |
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