+126.6%
MSTR vs BLK
+96.8%
+29.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.8% | -5.7% | -5.6% |
| 7D | -11.5% | +3.9% | -15.4% | -15.3% |
| 30D | -24.8% | +14.1% | -38.9% | -34.9% |
| 3M | +20.6% | +5.3% | +15.3% | +14.3% |
| 6M | -38.0% | +12.6% | -50.5% | -45.6% |
| YTD | -24.7% | +15.5% | -40.2% | -36.2% |
| 1Y | -49.1% | +13.6% | -62.7% | -55.9% |
| All | +126.6% | +96.8% | +29.8% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling