+154.2%
MSTR vs BIL
+13.4%
+140.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -3.0% |
| 7D | -4.0% | +0.1% | -4.0% | -5.2% |
| 30D | -18.6% | 0.0% | -18.6% | -20.6% |
| 3M | +25.6% | +0.6% | +25.0% | +1.8% |
| 6M | -33.1% | +1.5% | -34.6% | -58.7% |
| YTD | -17.3% | +2.8% | -20.1% | -63.2% |
| 1Y | -48.1% | +3.3% | -51.4% | -79.1% |
| 3Y | +154.2% | +13.4% | +140.8% | +5.1% |
| All | +154.2% | +13.4% | +140.8% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling