+536.9%
MSTR vs BX
+670.4%
-133.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.4% |
| 7D | -14.2% | -2.8% | -11.3% | -12.3% |
| 30D | -19.9% | +7.3% | -27.2% | -24.5% |
| 3M | +27.3% | -16.3% | +43.6% | +44.9% |
| 6M | -37.6% | +2.5% | -40.1% | -39.6% |
| YTD | -19.5% | -17.6% | -1.9% | -8.5% |
| 1Y | -47.1% | -12.4% | -34.7% | -42.8% |
| 3Y | +140.3% | +36.2% | +104.1% | +93.0% |
| 5Y | +49.5% | +3.0% | +46.5% | +43.1% |
| All | +536.9% | +670.4% | -133.6% | +211.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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