+30.3%
BIL vs MAS
+394.1%
-363.8%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.6% | -5.6% | 0.0% |
| 7D | -0.3% | +14.2% | -14.4% | -0.3% |
| 30D | 0.0% | +26.8% | -26.8% | 0.0% |
| 3M | +0.3% | +13.1% | -12.8% | +0.3% |
| 6M | +1.2% | +27.9% | -26.7% | +1.2% |
| YTD | +2.4% | +38.7% | -36.2% | +2.4% |
| 1Y | +3.0% | +40.4% | -37.3% | +3.1% |
| 3Y | +13.1% | +66.1% | -53.0% | +13.2% |
| 5Y | +19.4% | +47.4% | -28.0% | +19.4% |
| 10Y | +25.1% | +238.3% | -213.2% | +25.3% |
| All | +30.3% | +394.1% | -363.8% | +30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling