+554.5%
MSTR vs MET
+227.5%
+327.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.1% | -4.5% |
| 7D | -4.0% | +1.3% | -5.3% | -4.6% |
| 30D | -18.6% | +4.0% | -22.6% | -20.4% |
| 3M | +25.6% | +4.6% | +21.0% | +22.3% |
| 6M | -33.1% | +32.8% | -65.9% | -42.9% |
| YTD | -17.3% | +32.3% | -49.6% | -29.3% |
| 1Y | -48.1% | +37.1% | -85.2% | -56.5% |
| 3Y | +154.2% | +86.8% | +67.4% | +83.8% |
| 5Y | +46.2% | +87.4% | -41.2% | +8.7% |
| 10Y | +554.5% | +209.9% | +344.6% | +300.6% |
| All | +554.5% | +227.5% | +327.1% | +300.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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