+181.3%
MSTR vs BIL
+13.1%
+168.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | 0.0% | -9.3% | -9.4% |
| 7D | -8.7% | -0.3% | -8.4% | -6.5% |
| 30D | -21.4% | 0.0% | -21.4% | -22.5% |
| 3M | +31.4% | +0.3% | +31.1% | +13.5% |
| 6M | -30.8% | +1.2% | -32.0% | -54.6% |
| YTD | -14.9% | +2.4% | -17.3% | -59.7% |
| 1Y | -49.3% | +3.0% | -52.3% | -78.6% |
| All | +181.3% | +13.1% | +168.2% | -20.2% |
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 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