+180.5%
MSTR vs TECK
+66.4%
+114.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.8% |
| 7D | -1.2% | -0.2% | -1.0% | -0.9% |
| 30D | -15.9% | -7.5% | -8.4% | -11.7% |
| 3M | +33.1% | -8.4% | +41.6% | +40.9% |
| 6M | -31.0% | -2.2% | -28.8% | -30.4% |
| YTD | -15.1% | +26.8% | -42.0% | -28.2% |
| 1Y | -45.6% | +46.5% | -92.2% | -58.4% |
| 3Y | +180.5% | +69.0% | +111.5% | +108.2% |
| All | +180.5% | +66.4% | +114.1% | +108.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling