+677.4%
MSTR vs TECK
+372.8%
+304.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.0% |
| 7D | +7.7% | +4.9% | +2.8% | +6.0% |
| 30D | +36.3% | +5.2% | +31.2% | +34.3% |
| 3M | +13.4% | +13.8% | -0.4% | +8.5% |
| 6M | -4.5% | +38.5% | -43.0% | -14.7% |
| YTD | -12.7% | +47.3% | -60.0% | -24.0% |
| 1Y | -59.6% | +81.0% | -140.6% | -67.4% |
| 3Y | +272.5% | +79.9% | +192.6% | +200.0% |
| 5Y | +107.1% | +207.9% | -100.7% | +44.9% |
| 10Y | +677.4% | +389.5% | +287.9% | +359.9% |
| All | +677.4% | +372.8% | +304.6% | +359.9% |
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