+645.5%
MSTR vs BLK
+277.4%
+368.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.4% |
| 7D | -11.2% | -5.2% | -6.1% | -7.0% |
| 30D | +33.8% | -7.0% | +40.8% | +42.6% |
| 3M | +11.5% | +5.7% | +5.8% | +6.1% |
| 6M | -7.2% | +11.0% | -18.2% | -15.1% |
| YTD | -15.4% | +0.9% | -16.3% | -16.2% |
| 1Y | -60.6% | -1.6% | -59.0% | -60.3% |
| 3Y | +260.8% | +64.5% | +196.4% | +145.7% |
| 5Y | +108.8% | +30.9% | +78.0% | +68.4% |
| All | +645.5% | +277.4% | +368.1% | +281.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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