+30.8%
BIL vs MSI
+860.8%
-830.1%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | 0.0% |
| 7D | +0.1% | +8.3% | -8.3% | +0.1% |
| 30D | 0.0% | +18.9% | -18.9% | 0.0% |
| 3M | +0.6% | +13.2% | -12.6% | +0.6% |
| 6M | +1.5% | +38.3% | -36.8% | +1.6% |
| YTD | +2.8% | +38.9% | -36.1% | +2.8% |
| 1Y | +3.3% | +36.7% | -33.4% | +3.4% |
| 3Y | +13.4% | +76.6% | -63.1% | +13.5% |
| 5Y | +19.8% | +124.5% | -104.7% | +20.0% |
| 10Y | +25.6% | +674.5% | -648.9% | +26.3% |
| All | +30.8% | +860.8% | -830.1% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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