+51.1%
TECK vs MSTZ
-99.2%
+150.3%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.5% | -7.7% | -1.8% |
| 7D | +4.9% | -23.6% | +28.4% | +3.3% |
| 30D | +5.2% | -60.7% | +65.9% | -0.8% |
| 3M | +13.8% | -58.3% | +72.0% | +10.0% |
| 6M | +38.5% | -60.0% | +98.5% | +36.6% |
| YTD | +47.3% | -75.2% | +122.6% | +45.3% |
| 1Y | +81.0% | -19.9% | +100.9% | +101.2% |
| All | +51.1% | -99.2% | +150.3% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling