+137.8%
MSTR vs BX
+37.8%
+100.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -2.5% |
| 7D | -10.7% | +3.7% | -14.4% | -13.5% |
| 30D | -21.6% | +8.2% | -29.8% | -27.5% |
| 3M | +24.4% | -12.7% | +37.1% | +39.6% |
| 6M | -35.5% | +1.0% | -36.4% | -37.3% |
| YTD | -20.3% | -17.2% | -3.1% | -6.9% |
| 1Y | -49.3% | -11.6% | -37.7% | -44.8% |
| 3Y | +137.8% | +36.8% | +101.0% | +97.0% |
| All | +137.8% | +37.8% | +100.0% | +97.0% |
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