+690.7%
MSTR vs BLDR
+359.8%
+330.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.9% | +0.5% | -2.5% |
| 7D | +9.3% | -0.3% | +9.7% | +9.5% |
| 30D | +36.5% | -16.2% | +52.7% | +45.9% |
| 3M | +7.3% | -14.4% | +21.7% | +11.1% |
| 6M | +2.2% | -32.8% | +35.0% | +15.9% |
| YTD | -10.2% | -39.2% | +29.0% | +4.4% |
| 1Y | -58.6% | -57.7% | -0.9% | -44.6% |
| 3Y | +283.2% | -55.3% | +338.4% | +384.7% |
| 5Y | +113.8% | +15.6% | +98.2% | +96.5% |
| 10Y | +690.7% | +359.8% | +330.9% | +421.5% |
| All | +690.7% | +359.8% | +330.9% | +421.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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