+379.6%
META vs MSTR
+742.5%
-362.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.2% |
| 7D | +6.7% | +12.2% | -5.5% | +4.7% |
| 30D | +4.8% | +45.2% | -40.4% | -1.4% |
| 3M | -1.6% | +10.4% | -12.0% | -4.3% |
| 6M | -7.5% | -2.5% | -5.0% | -9.1% |
| YTD | -6.4% | -6.0% | -0.4% | -9.0% |
| 1Y | -17.3% | -56.4% | +39.1% | -10.3% |
| 3Y | +109.9% | +306.3% | -196.4% | +37.2% |
| 5Y | +65.4% | +100.5% | -35.1% | +5.8% |
| All | +379.6% | +742.5% | -362.9% | +74.7% |
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