+87.3%
MSFU vs TECK
+99.8%
-12.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +1.9% |
| 7D | -4.9% | +2.1% | -7.1% | -5.5% |
| 30D | -9.1% | -8.9% | -0.2% | -6.8% |
| 3M | +8.7% | -7.1% | +15.8% | +10.5% |
| 6M | +48.3% | -7.0% | +55.3% | +49.6% |
| YTD | -1.6% | +28.3% | -30.0% | -11.0% |
| 1Y | -13.6% | +40.6% | -54.1% | -24.0% |
| 3Y | +20.2% | +78.2% | -58.0% | -4.8% |
| All | +87.3% | +99.8% | -12.5% | +33.1% |
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 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