+8.4%
BIL vs MSTU
-89.5%
+98.0%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | -0.3% | -4.3% | +4.0% | -0.3% |
| 30D | 0.0% | -34.6% | +34.6% | 0.0% |
| 3M | +0.6% | +39.0% | -38.4% | +0.6% |
| 6M | +1.5% | -70.5% | +72.0% | +1.5% |
| YTD | +2.8% | -68.6% | +71.4% | +2.8% |
| 1Y | +3.3% | -88.6% | +92.0% | +3.3% |
| All | +8.4% | -89.5% | +98.0% | +8.4% |
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