+521.9%
MSTR vs MET
+202.5%
+319.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.8% |
| 7D | -14.2% | 0.0% | -14.2% | -14.2% |
| 30D | -19.9% | +3.4% | -23.2% | -21.3% |
| 3M | +27.3% | +7.0% | +20.4% | +22.5% |
| 6M | -37.6% | +34.6% | -72.2% | -47.2% |
| YTD | -19.5% | +34.0% | -53.4% | -31.6% |
| 1Y | -47.1% | +35.9% | -83.0% | -55.5% |
| 3Y | +140.3% | +85.5% | +54.8% | +74.1% |
| 5Y | +49.5% | +87.8% | -38.2% | +10.7% |
| 10Y | +521.9% | +199.7% | +322.2% | +277.7% |
| All | +521.9% | +202.5% | +319.3% | +277.7% |
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