+283.2%
MSTR vs BX
+34.2%
+249.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -3.0% |
| 7D | +9.3% | -2.0% | +11.3% | +11.4% |
| 30D | +36.5% | -2.3% | +38.8% | +39.2% |
| 3M | +7.3% | +18.5% | -11.2% | -8.7% |
| 6M | +2.2% | +23.7% | -21.5% | -17.1% |
| YTD | -10.2% | -10.4% | +0.2% | -2.0% |
| 1Y | -58.6% | -19.6% | -39.1% | -50.5% |
| 3Y | +283.2% | +30.8% | +252.4% | +232.0% |
| All | +283.2% | +34.2% | +249.0% | +232.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling