-59.6%
MSTR vs TECK
+74.0%
-133.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -1.7% |
| 7D | +7.7% | +4.9% | +2.8% | +5.4% |
| 30D | +36.3% | +5.2% | +31.2% | +33.4% |
| 3M | +13.4% | +13.8% | -0.4% | +7.1% |
| 6M | -4.5% | +38.5% | -43.0% | -16.5% |
| YTD | -12.7% | +47.3% | -60.0% | -25.7% |
| 1Y | -59.6% | +81.0% | -140.6% | -67.6% |
| All | -59.6% | +74.0% | -133.6% | -67.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling