+570.4%
MSTR vs BIL
+25.6%
+544.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.5% |
| 7D | -1.2% | -0.3% | -0.9% | +0.5% |
| 30D | -15.9% | 0.0% | -15.9% | -16.3% |
| 3M | +33.1% | +0.6% | +32.5% | +26.8% |
| 6M | -31.0% | +1.5% | -32.5% | -38.4% |
| YTD | -15.1% | +2.8% | -17.9% | -29.7% |
| 1Y | -45.6% | +3.3% | -49.0% | -56.3% |
| 3Y | +180.5% | +13.5% | +167.0% | +64.5% |
| 5Y | +61.7% | +19.8% | +41.9% | -4.3% |
| All | +570.4% | +25.6% | +544.9% | +272.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 10y: compounded portfolio wealth divided by compounded BIL 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…
10y analysis · Full analysis span regression · 6 months rolling