+26.9%
MSFU vs TECK
+85.2%
-58.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.2% | -6.5% | -3.4% |
| 7D | -3.2% | +7.8% | -10.9% | -5.0% |
| 30D | -3.1% | +8.3% | -11.4% | -5.2% |
| 3M | +35.3% | +16.1% | +19.2% | +29.3% |
| 6M | +31.6% | +42.9% | -11.3% | +17.4% |
| YTD | -9.5% | +50.8% | -60.3% | -21.7% |
| 1Y | -18.4% | +106.1% | -124.5% | -36.6% |
| 3Y | +26.9% | +84.0% | -57.1% | +0.4% |
| All | +26.9% | +85.2% | -58.3% | +0.4% |
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 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