-49.3%
MSTR vs TECK
+48.4%
-97.7%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.8% | -0.8% | -2.2% |
| 7D | -10.7% | +1.7% | -12.4% | -11.4% |
| 30D | -21.6% | -7.6% | -13.9% | -18.3% |
| 3M | +24.4% | -5.9% | +30.3% | +28.4% |
| 6M | -35.5% | -2.8% | -32.6% | -34.6% |
| YTD | -20.3% | +31.8% | -52.2% | -26.6% |
| 1Y | -49.3% | +49.1% | -98.4% | -53.7% |
| All | -49.3% | +48.4% | -97.7% | -53.7% |
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