+113.8%
MSTR vs TECK
+207.5%
-93.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.2% | -8.6% | -6.5% |
| 7D | +9.3% | +7.8% | +1.6% | +5.2% |
| 30D | +36.5% | +8.3% | +28.2% | +31.4% |
| 3M | +7.3% | +16.1% | -8.7% | -0.7% |
| 6M | +2.2% | +42.9% | -40.6% | -15.5% |
| YTD | -10.2% | +50.8% | -60.9% | -28.6% |
| 1Y | -58.6% | +106.1% | -164.7% | -72.5% |
| 3Y | +283.2% | +84.0% | +199.2% | +165.6% |
| 5Y | +113.8% | +223.5% | -109.7% | +20.2% |
| All | +113.8% | +207.5% | -93.7% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling