+213.7%
MTSI vs TECK
+77.0%
+136.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | +0.5% |
| 7D | +29.1% | +2.1% | +27.0% | +27.9% |
| 30D | -20.4% | -8.9% | -11.5% | -15.6% |
| 3M | -20.9% | -7.1% | -13.8% | -17.2% |
| 6M | -32.3% | -7.0% | -25.3% | -29.3% |
| YTD | +43.5% | +28.3% | +15.1% | +26.3% |
| 1Y | +43.8% | +40.6% | +3.3% | +20.9% |
| All | +213.7% | +77.0% | +136.8% | +140.3% |
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 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