+517.6%
MTSI vs TECK
+344.6%
+173.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.3% |
| 7D | +1.4% | -0.3% | +1.7% | +1.5% |
| 30D | +2.1% | +4.6% | -2.5% | +0.2% |
| 3M | -29.7% | +2.8% | -32.6% | -30.5% |
| 6M | +12.5% | +24.9% | -12.4% | +3.4% |
| YTD | +57.0% | +44.7% | +12.3% | +35.6% |
| 1Y | +103.9% | +112.0% | -8.1% | +52.1% |
| 3Y | +223.6% | +67.6% | +156.0% | +156.5% |
| 5Y | +321.6% | +200.3% | +121.2% | +151.3% |
| All | +517.6% | +344.6% | +173.0% | +211.3% |
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