+1,168.0%
MSTR vs BX
+833.1%
+334.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.1% |
| 7D | -10.7% | +3.7% | -14.4% | -12.0% |
| 30D | -21.6% | +8.2% | -29.8% | -24.3% |
| 3M | +24.4% | -12.7% | +37.1% | +31.5% |
| 6M | -35.5% | +1.0% | -36.4% | -35.9% |
| YTD | -20.3% | -17.2% | -3.1% | -14.0% |
| 1Y | -49.3% | -11.6% | -37.7% | -46.8% |
| 3Y | +137.8% | +36.8% | +101.0% | +117.3% |
| 5Y | +48.3% | +4.8% | +43.5% | +53.3% |
| 10Y | +526.8% | +672.8% | -146.0% | +277.5% |
| All | +1,168.0% | +833.1% | +334.9% | +521.8% |
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