+2,599.9%
MSTR vs BLDR
+414.6%
+2,185.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -1.9% |
| 7D | +12.2% | -2.8% | +15.0% | +12.9% |
| 30D | +45.2% | -13.3% | +58.4% | +49.3% |
| 3M | +10.4% | -12.3% | +22.6% | +12.1% |
| 6M | -2.5% | -31.5% | +29.0% | +3.8% |
| YTD | -6.0% | -36.1% | +30.0% | +0.8% |
| 1Y | -56.4% | -54.1% | -2.3% | -50.2% |
| 3Y | +306.3% | -55.8% | +362.1% | +363.0% |
| 5Y | +100.5% | +20.7% | +79.8% | +94.8% |
| 10Y | +741.1% | +390.2% | +350.8% | +530.0% |
| All | +2,599.9% | +414.6% | +2,185.3% | +1,634.0% |
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