+69.3%
MSI vs TECK
+85.2%
-15.9%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.2% | -5.2% | -1.3% |
| 7D | -5.8% | +7.8% | -13.5% | -6.1% |
| 30D | -1.0% | +8.3% | -9.3% | -1.3% |
| 3M | +14.2% | +16.1% | -1.9% | +13.3% |
| 6M | +1.0% | +42.9% | -41.8% | -1.2% |
| YTD | +21.5% | +50.8% | -29.3% | +17.8% |
| 1Y | -2.1% | +106.1% | -108.2% | -7.4% |
| 3Y | +69.3% | +84.0% | -14.7% | +59.4% |
| All | +69.3% | +85.2% | -15.9% | +59.4% |
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