+1,395.6%
MSTR vs BX
+927.0%
+468.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.9% |
| 7D | +12.2% | -4.4% | +16.5% | +14.4% |
| 30D | +45.2% | +0.1% | +45.1% | +45.2% |
| 3M | +10.4% | +16.0% | -5.6% | +3.5% |
| 6M | -2.5% | +21.6% | -24.1% | -10.4% |
| YTD | -6.0% | -8.9% | +2.9% | -2.3% |
| 1Y | -56.4% | -16.6% | -39.8% | -53.2% |
| 3Y | +306.3% | +43.3% | +262.9% | +262.7% |
| 5Y | +100.5% | +25.7% | +74.8% | +94.7% |
| 10Y | +741.1% | +689.5% | +51.6% | +396.2% |
| All | +1,395.6% | +927.0% | +468.6% | +605.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling