+677.4%
MSTR vs MET
+245.0%
+432.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | +7.7% | -0.8% | +8.5% | +8.4% |
| 30D | +36.3% | -1.4% | +37.7% | +37.3% |
| 3M | +13.4% | +12.5% | +0.9% | +6.3% |
| 6M | -4.5% | +37.1% | -41.6% | -19.7% |
| YTD | -12.7% | +23.8% | -36.5% | -22.3% |
| 1Y | -59.6% | +24.1% | -83.7% | -64.2% |
| 3Y | +272.5% | +65.2% | +207.3% | +187.8% |
| 5Y | +107.1% | +82.3% | +24.9% | +58.4% |
| 10Y | +677.4% | +241.6% | +435.8% | +362.1% |
| All | +677.4% | +245.0% | +432.3% | +362.1% |
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