+395.6%
MSTR vs BLK
+13,445.8%
-13,050.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.2% |
| 7D | +12.2% | -3.6% | +15.8% | +14.3% |
| 30D | +45.2% | -1.0% | +46.2% | +45.9% |
| 3M | +10.4% | +10.4% | 0.0% | +5.3% |
| 6M | -2.5% | +8.2% | -10.7% | -5.8% |
| YTD | -6.0% | +6.0% | -12.1% | -8.3% |
| 1Y | -56.4% | +3.3% | -59.8% | -57.0% |
| 3Y | +306.3% | +70.3% | +236.0% | +227.8% |
| 5Y | +100.5% | +34.5% | +66.0% | +86.7% |
| 10Y | +741.1% | +281.9% | +459.2% | +423.4% |
| All | +395.6% | +13,445.8% | -13,050.2% | +57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling