+570.4%
MSTR vs BIL
+25.2%
+545.2%
-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% | -0.4% |
| 7D | -1.2% | -0.3% | -0.9% | -0.1% |
| 30D | -15.9% | 0.0% | -15.9% | -16.2% |
| 3M | +33.1% | +0.3% | +32.8% | +29.2% |
| 6M | -31.0% | +1.2% | -32.2% | -37.3% |
| YTD | -15.1% | +2.5% | -17.6% | -28.5% |
| 1Y | -45.6% | +3.0% | -48.7% | -55.5% |
| 3Y | +180.5% | +13.2% | +167.4% | +67.2% |
| 5Y | +61.7% | +19.4% | +42.2% | -2.9% |
| All | +570.4% | +25.2% | +545.2% | +277.6% |
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