+48.4%
TECK vs MSTZ
-99.3%
+147.7%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +0.6% |
| 7D | -0.3% | -29.7% | +29.4% | -2.5% |
| 30D | +4.6% | -65.3% | +69.9% | -2.4% |
| 3M | +2.8% | -57.3% | +60.2% | -0.2% |
| 6M | +24.9% | -61.6% | +86.5% | +22.8% |
| YTD | +44.7% | -78.3% | +123.0% | +41.1% |
| 1Y | +112.0% | -30.2% | +142.2% | +133.0% |
| All | +48.4% | -99.3% | +147.7% | +40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling