+481.0%
MSTR vs TECK
+198.5%
+282.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -1.9% |
| 7D | -13.4% | -0.4% | -13.0% | -13.4% |
| 30D | -22.1% | -7.1% | -15.0% | -19.9% |
| 3M | +15.0% | -5.5% | +20.4% | +17.8% |
| 6M | -37.3% | -9.7% | -27.6% | -35.0% |
| YTD | -26.5% | +26.3% | -52.8% | -32.6% |
| 1Y | -46.5% | +44.4% | -90.8% | -53.3% |
| 3Y | +121.1% | +70.1% | +51.0% | +83.4% |
| 5Y | +37.5% | +125.8% | -88.3% | +4.5% |
| All | +481.0% | +198.5% | +282.5% | +248.1% |
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