+462.9%
META vs MSTR
+461.5%
+1.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +3.3% |
| 7D | +5.2% | -13.4% | +18.6% | +7.3% |
| 30D | -13.0% | -22.1% | +9.1% | -10.0% |
| 3M | +7.9% | +15.0% | -7.0% | +4.5% |
| 6M | +4.2% | -37.3% | +41.5% | +9.2% |
| YTD | -2.5% | -26.5% | +24.0% | -2.3% |
| 1Y | +5.6% | -46.5% | +52.0% | +10.6% |
| 3Y | +96.8% | +121.1% | -24.3% | +42.2% |
| 5Y | +90.0% | +37.5% | +52.5% | +27.5% |
| All | +462.9% | +461.5% | +1.4% | +106.9% |
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