+120.4%
MSTR vs BLDR
+20.2%
+100.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -2.8% |
| 7D | +12.2% | -2.8% | +15.0% | +14.0% |
| 30D | +45.2% | -13.3% | +58.4% | +56.4% |
| 3M | +10.4% | -12.3% | +22.6% | +13.9% |
| 6M | -2.5% | -31.5% | +29.0% | +15.4% |
| YTD | -6.0% | -36.1% | +30.0% | +12.8% |
| 1Y | -56.4% | -54.1% | -2.3% | -36.1% |
| 3Y | +306.3% | -55.8% | +362.1% | +448.0% |
| All | +120.4% | +20.2% | +100.2% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling