+320.4%
MTSI vs TECK
+200.8%
+119.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -30.6% |
| 6M | +12.5% | +24.9% | -12.4% | +3.4% |
| YTD | +57.0% | +44.7% | +12.3% | +36.1% |
| 1Y | +103.9% | +112.0% | -8.1% | +53.9% |
| 3Y | +223.6% | +67.6% | +156.0% | +158.8% |
| All | +320.4% | +200.8% | +119.5% | +185.3% |
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