+123.7%
MSI vs TECK
+131.7%
-8.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.6% |
| 7D | +2.6% | +2.1% | +0.5% | +2.4% |
| 30D | +18.1% | -8.9% | +27.0% | +18.9% |
| 3M | +13.2% | -7.1% | +20.3% | +13.6% |
| 6M | +36.3% | -7.0% | +43.3% | +36.4% |
| YTD | +39.5% | +28.3% | +11.2% | +34.2% |
| 1Y | +36.9% | +40.6% | -3.7% | +30.3% |
| 3Y | +76.1% | +78.2% | -2.1% | +58.5% |
| 5Y | +123.7% | +129.5% | -5.8% | +83.3% |
| All | +123.7% | +131.7% | -8.0% | +83.3% |
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