+451.3%
MTSI vs TECK
+212.7%
+238.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.9% | +9.9% | +10.5% |
| 7D | -10.0% | -0.2% | -9.7% | -9.6% |
| 30D | -37.2% | -7.5% | -29.7% | -34.8% |
| 3M | -30.1% | -8.4% | -21.6% | -27.2% |
| 6M | -31.9% | -2.2% | -29.7% | -30.9% |
| YTD | +23.2% | +26.8% | -3.6% | +12.4% |
| 1Y | +26.4% | +46.5% | -20.1% | +9.2% |
| 3Y | +186.2% | +69.0% | +117.1% | +128.5% |
| 5Y | +187.0% | +138.8% | +48.3% | +86.5% |
| All | +451.3% | +212.7% | +238.6% | +184.4% |
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