+97.2%
MSTR vs MET
+1,317.8%
-1,220.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.2% |
| 7D | -1.2% | -1.2% | 0.0% | -0.7% |
| 30D | -15.9% | +3.2% | -19.1% | -16.9% |
| 3M | +33.1% | -1.1% | +34.2% | +33.6% |
| 6M | -31.0% | +25.0% | -56.0% | -36.3% |
| YTD | -15.1% | +27.9% | -43.0% | -22.2% |
| 1Y | -45.6% | +32.9% | -78.5% | -50.9% |
| 3Y | +180.5% | +78.8% | +101.7% | +131.1% |
| 5Y | +61.7% | +79.6% | -17.9% | +35.6% |
| 10Y | +578.0% | +228.1% | +349.9% | +349.3% |
| All | +97.2% | +1,317.8% | -1,220.6% | -33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling