+526.8%
MSTR vs TECK
+211.9%
+314.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.8% | -0.8% | -2.6% |
| 7D | -10.7% | +1.7% | -12.4% | -11.3% |
| 30D | -21.6% | -7.6% | -13.9% | -19.3% |
| 3M | +24.4% | -5.9% | +30.3% | +27.4% |
| 6M | -35.5% | -2.8% | -32.6% | -34.9% |
| YTD | -20.3% | +31.8% | -52.2% | -28.1% |
| 1Y | -49.3% | +49.1% | -98.4% | -56.3% |
| 3Y | +137.8% | +83.0% | +54.8% | +92.4% |
| 5Y | +48.3% | +150.6% | -102.3% | +9.4% |
| 10Y | +526.8% | +219.0% | +307.8% | +268.8% |
| All | +526.8% | +211.9% | +314.8% | +268.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling