+1,114.7%
MSI vs TECK
+2,171.4%
-1,056.7%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -3.7% | -0.3% | -3.3% | -3.7% |
| 30D | +6.8% | +4.6% | +2.2% | +6.0% |
| 3M | +14.3% | +2.8% | +11.5% | +13.1% |
| 6M | -1.6% | +24.9% | -26.5% | -6.2% |
| YTD | +22.8% | +44.7% | -22.0% | +13.7% |
| 1Y | -1.1% | +112.0% | -113.1% | -14.5% |
| 3Y | +70.5% | +67.6% | +2.9% | +49.1% |
| 5Y | +102.8% | +200.3% | -97.6% | +54.5% |
| 10Y | +597.4% | +358.2% | +239.2% | +344.3% |
| All | +1,114.7% | +2,171.4% | -1,056.7% | +539.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling