+27,361.5%
MSTR vs TECK
+2,171.4%
+25,190.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | +12.2% | -0.3% | +12.5% | +12.3% |
| 30D | +45.2% | +4.6% | +40.5% | +44.0% |
| 3M | +10.4% | +2.8% | +7.5% | +9.9% |
| 6M | -2.5% | +24.9% | -27.4% | -7.2% |
| YTD | -6.0% | +44.7% | -50.8% | -13.7% |
| 1Y | -56.4% | +112.0% | -168.4% | -63.4% |
| 3Y | +306.3% | +67.6% | +238.7% | +259.5% |
| 5Y | +100.5% | +200.3% | -99.9% | +57.5% |
| 10Y | +741.1% | +358.2% | +382.9% | +455.3% |
| All | +27,361.5% | +2,171.4% | +25,190.1% | +12,470.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling