+29.5%
TECK vs MSTZ
-99.2%
+128.6%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.9% | -6.6% | -1.2% |
| 7D | -0.4% | +30.8% | -31.2% | +2.0% |
| 30D | -7.1% | +41.2% | -48.3% | -3.3% |
| 3M | -5.5% | -60.9% | +55.4% | -8.7% |
| 6M | -9.7% | -15.7% | +6.0% | -4.7% |
| YTD | +26.3% | -75.2% | +101.5% | +27.6% |
| 1Y | +44.4% | -59.8% | +104.2% | +52.9% |
| All | +29.5% | -99.2% | +128.6% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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