+100.0%
MSI vs TECK
+213.6%
-113.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.5% |
| 7D | -4.0% | +4.9% | -8.8% | -4.4% |
| 30D | -0.5% | +5.2% | -5.6% | -0.9% |
| 3M | +11.4% | +13.8% | -2.4% | +9.9% |
| 6M | +1.0% | +38.5% | -37.5% | -2.7% |
| YTD | +20.7% | +47.3% | -26.7% | +15.1% |
| 1Y | -2.7% | +81.0% | -83.7% | -9.4% |
| 3Y | +68.2% | +79.9% | -11.7% | +52.9% |
| 5Y | +100.0% | +207.9% | -107.9% | +64.5% |
| All | +100.0% | +213.6% | -113.7% | +64.5% |
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