-92.4%
MSTU vs TECK
+29.8%
-122.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.6% | -3.4% | -3.1% |
| 7D | -25.8% | -0.4% | -25.4% | -25.7% |
| 30D | -43.9% | -7.1% | -36.7% | -37.8% |
| 3M | +2.9% | -5.5% | +8.4% | +14.8% |
| 6M | -75.5% | -9.7% | -65.8% | -71.5% |
| YTD | -76.7% | +26.3% | -103.0% | -82.1% |
| 1Y | -88.9% | +44.4% | -133.3% | -93.0% |
| All | -92.4% | +29.8% | -122.2% | -95.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling