-88.4%
MSTU vs TECK
+41.9%
-130.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -6.3% | -0.5% | +0.3% |
| 7D | -22.0% | -4.2% | -17.8% | -18.6% |
| 30D | +60.3% | -0.4% | +60.7% | +63.3% |
| 3M | -3.7% | +10.1% | -13.9% | -12.1% |
| 6M | -45.2% | +26.0% | -71.2% | -57.3% |
| YTD | -64.3% | +38.0% | -102.4% | -75.9% |
| 1Y | -94.0% | +63.8% | -157.8% | -96.9% |
| All | -88.4% | +41.9% | -130.3% | -93.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling