+304.5%
MSTR vs MET
+69.5%
+235.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.1% |
| 7D | +12.2% | +1.2% | +11.0% | +11.4% |
| 30D | +45.2% | +1.4% | +43.8% | +43.0% |
| 3M | +10.4% | +17.7% | -7.3% | -4.0% |
| 6M | -2.5% | +35.0% | -37.5% | -24.5% |
| YTD | -6.0% | +26.3% | -32.3% | -23.1% |
| 1Y | -56.4% | +22.8% | -79.2% | -63.7% |
| All | +304.5% | +69.5% | +235.0% | +180.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling