-46.5%
MSTR vs MET
+31.9%
-78.4%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -3.0% |
| 7D | -13.4% | +4.5% | -17.9% | -16.0% |
| 30D | -22.1% | +3.5% | -25.6% | -23.9% |
| 3M | +15.0% | +5.9% | +9.0% | +10.4% |
| 6M | -37.3% | +33.1% | -70.4% | -50.0% |
| YTD | -26.5% | +33.6% | -60.1% | -42.9% |
| 1Y | -46.5% | +32.7% | -79.2% | -58.5% |
| All | -46.5% | +31.9% | -78.4% | -58.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling