+481.0%
MSTR vs BX
+659.0%
-177.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -3.5% |
| 7D | -13.4% | +0.6% | -14.0% | -13.9% |
| 30D | -22.1% | +14.2% | -36.3% | -29.9% |
| 3M | +15.0% | -18.7% | +33.7% | +33.8% |
| 6M | -37.3% | +2.5% | -39.8% | -39.3% |
| YTD | -26.5% | -18.8% | -7.7% | -15.5% |
| 1Y | -46.5% | -10.3% | -36.2% | -43.2% |
| 3Y | +121.1% | +35.4% | +85.7% | +78.6% |
| 5Y | +37.5% | +0.3% | +37.2% | +33.9% |
| All | +481.0% | +659.0% | -177.9% | +187.5% |
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