+645.5%
MSTR vs BX
+654.4%
-9.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.3% | -1.0% |
| 7D | -11.2% | -8.9% | -2.3% | -4.8% |
| 30D | +33.8% | -14.8% | +48.6% | +51.2% |
| 3M | +11.5% | +6.9% | +4.5% | +5.6% |
| 6M | -7.2% | +16.3% | -23.4% | -18.3% |
| YTD | -15.4% | -16.1% | +0.7% | -4.6% |
| 1Y | -60.6% | -26.8% | -33.8% | -51.1% |
| 3Y | +260.8% | +22.4% | +238.4% | +212.6% |
| 5Y | +108.8% | +16.0% | +92.8% | +90.4% |
| All | +645.5% | +654.4% | -9.0% | +274.1% |
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