-87.5%
MSTU vs TECK
+51.4%
-139.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.3% | -3.2% | -2.9% |
| 7D | +12.9% | +4.9% | +8.0% | +7.1% |
| 30D | +68.3% | +5.2% | +63.2% | +61.3% |
| 3M | +0.4% | +13.8% | -13.4% | -11.8% |
| 6M | -41.5% | +38.5% | -80.0% | -59.1% |
| YTD | -61.7% | +47.3% | -109.1% | -76.0% |
| 1Y | -93.7% | +81.0% | -174.7% | -97.1% |
| All | -87.5% | +51.4% | -139.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling