-92.7%
MSTU vs TECK
+108.8%
-201.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.5% |
| 7D | +21.3% | -0.3% | +21.7% | +22.3% |
| 30D | +90.8% | +4.6% | +86.2% | +86.4% |
| 3M | -6.8% | +2.8% | -9.6% | -7.1% |
| 6M | -39.8% | +24.9% | -64.7% | -48.0% |
| YTD | -55.7% | +44.7% | -100.4% | -64.9% |
| 1Y | -92.7% | +112.0% | -204.6% | -94.7% |
| All | -92.7% | +108.8% | -201.5% | -94.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling