+8.1%
BIL vs MSTU
-86.5%
+94.6%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.6% | +8.7% | 0.0% |
| 7D | +0.1% | +16.1% | -16.1% | +0.1% |
| 30D | +0.3% | +68.7% | -68.4% | +0.3% |
| 3M | +0.9% | -11.0% | +11.9% | +0.9% |
| 6M | +1.8% | -33.4% | +35.2% | +1.8% |
| YTD | +2.5% | -59.5% | +62.0% | +2.5% |
| 1Y | +3.7% | -93.4% | +97.1% | +3.7% |
| All | +8.1% | -86.5% | +94.6% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 5y: compounded portfolio wealth divided by compounded MSTU 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…
5y analysis · Full analysis span regression · 6 months rolling