+481.0%
MSTR vs BLK
+318.4%
+162.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -3.0% | -2.9% |
| 7D | -13.4% | +3.7% | -17.2% | -16.2% |
| 30D | -22.1% | +13.9% | -36.0% | -30.3% |
| 3M | +15.0% | +3.9% | +11.0% | +11.7% |
| 6M | -37.3% | +13.0% | -50.3% | -43.5% |
| YTD | -26.5% | +16.1% | -42.7% | -35.3% |
| 1Y | -46.5% | +16.8% | -63.2% | -53.2% |
| 3Y | +121.1% | +97.7% | +23.4% | +28.7% |
| 5Y | +37.5% | +42.1% | -4.6% | +0.9% |
| All | +481.0% | +318.4% | +162.6% | +159.2% |
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