-30.1%
MTSI vs TECK
-6.9%
-23.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.9% | +9.9% | +10.0% |
| 7D | -10.0% | -0.2% | -9.7% | -8.2% |
| 30D | -37.2% | -7.5% | -29.7% | -32.5% |
| 3M | -30.1% | -8.4% | -21.6% | -24.5% |
| All | -30.1% | -6.9% | -23.2% | -24.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling