+2,337.7%
MSTR vs BLDR
+389.2%
+1,948.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +0.6% |
| 7D | -1.2% | -3.7% | +2.4% | -0.5% |
| 30D | -15.9% | +16.8% | -32.7% | -18.9% |
| 3M | +33.1% | -13.7% | +46.9% | +36.4% |
| 6M | -31.0% | -21.9% | -9.1% | -28.7% |
| YTD | -15.1% | -39.2% | +24.1% | -8.5% |
| 1Y | -45.6% | -42.6% | -3.0% | -40.9% |
| 3Y | +180.5% | -50.2% | +230.7% | +212.2% |
| 5Y | +61.7% | -7.0% | +68.7% | +63.1% |
| 10Y | +578.0% | +584.2% | -6.2% | +385.2% |
| All | +2,337.7% | +389.2% | +1,948.5% | +1,473.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling