-35.7%
MSTR vs BX
-0.6%
-35.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.8% | -3.6% | -4.7% |
| 7D | -11.5% | -1.1% | -10.4% | -10.9% |
| 30D | -24.8% | +8.8% | -33.6% | -28.6% |
| 3M | +20.6% | -18.3% | +38.9% | +38.3% |
| All | -35.7% | -0.6% | -35.2% | -35.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling