+30.3%
BIL vs MOS
-3.5%
+33.8%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | 0.0% |
| 7D | -0.3% | +22.5% | -22.8% | -0.2% |
| 30D | 0.0% | +6.6% | -6.7% | 0.0% |
| 3M | +0.3% | -3.8% | +4.1% | +0.3% |
| 6M | +1.2% | -2.2% | +3.4% | +1.2% |
| YTD | +2.4% | -4.8% | +7.2% | +2.4% |
| 1Y | +3.0% | -11.7% | +14.7% | +3.0% |
| 3Y | +13.1% | -26.5% | +39.7% | +13.1% |
| 5Y | +19.4% | -32.2% | +51.6% | +19.4% |
| 10Y | +25.2% | +10.2% | +15.0% | +25.3% |
| All | +30.3% | -3.5% | +33.8% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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