-87.2%
MSTU vs TECK
+59.3%
-146.5%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +4.3% | +6.0% | +6.1% |
| 7D | -4.8% | +2.3% | -7.1% | -6.4% |
| 30D | -29.6% | -5.0% | -24.5% | -25.0% |
| 3M | +69.4% | -0.3% | +69.7% | +75.3% |
| 6M | -62.2% | +13.9% | -76.1% | -64.5% |
| YTD | -61.1% | +35.2% | -96.3% | -66.4% |
| 1Y | -87.2% | +57.5% | -144.7% | -89.5% |
| All | -87.2% | +59.3% | -146.5% | -89.5% |
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 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