+25.2%
BIL vs MAS
+219.8%
-194.6%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.5% | 0.0% |
| 7D | -0.3% | +4.6% | -4.8% | -0.3% |
| 30D | 0.0% | +19.9% | -19.9% | 0.0% |
| 3M | +0.3% | +8.9% | -8.6% | +0.3% |
| 6M | +1.2% | +20.2% | -19.0% | +1.2% |
| YTD | +2.4% | +33.9% | -31.5% | +2.4% |
| 1Y | +3.0% | +34.7% | -31.6% | +3.0% |
| 3Y | +13.1% | +60.4% | -47.2% | +13.1% |
| 5Y | +19.4% | +43.5% | -24.1% | +19.4% |
| All | +25.2% | +219.8% | -194.6% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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