-60.6%
MSTR vs BX
-25.4%
-35.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.3% | -1.2% |
| 7D | -11.2% | -8.9% | -2.3% | -5.3% |
| 30D | +33.8% | -14.8% | +48.6% | +49.4% |
| 3M | +11.5% | +6.9% | +4.5% | +6.5% |
| 6M | -7.2% | +16.3% | -23.4% | -16.4% |
| YTD | -15.4% | -16.1% | +0.7% | -7.7% |
| 1Y | -60.6% | -26.8% | -33.8% | -52.4% |
| All | -60.6% | -25.4% | -35.2% | -52.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling