+70.7%
MSFU vs TECK
+129.3%
-58.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.3% |
| 7D | -2.3% | +4.9% | -7.2% | -3.6% |
| 30D | -6.3% | +5.2% | -11.4% | -7.6% |
| 3M | +40.0% | +13.8% | +26.2% | +34.4% |
| 6M | +30.1% | +38.5% | -8.4% | +17.1% |
| YTD | -10.3% | +47.3% | -57.7% | -21.7% |
| 1Y | -19.0% | +81.0% | -100.0% | -33.8% |
| 3Y | +25.8% | +79.9% | -54.1% | -1.1% |
| All | +70.7% | +129.3% | -58.6% | +17.1% |
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 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