+404.3%
META vs MSTR
+568.1%
-163.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -0.8% | -1.2% | +0.4% | -0.6% |
| 30D | -15.4% | -15.9% | +0.5% | -13.4% |
| 3M | +3.5% | +33.1% | -29.6% | -1.8% |
| 6M | -0.3% | -31.0% | +30.7% | +3.0% |
| YTD | -7.3% | -15.1% | +7.8% | -9.0% |
| 1Y | -1.1% | -45.6% | +44.6% | +3.5% |
| 3Y | +95.1% | +180.5% | -85.5% | +35.8% |
| 5Y | +80.6% | +61.7% | +18.9% | +18.5% |
| All | +404.3% | +568.1% | -163.8% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTR.
Daily Out/Under-Performance
Portfolio return minus MSTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTR 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 10y: compounded portfolio wealth divided by compounded MSTR 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…
10y analysis · Full analysis span regression · 6 months rolling