+24.9%
BIL vs MTSI
+896.6%
-871.7%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -18.4% | +18.4% | 0.0% |
| 7D | -0.3% | -24.6% | +24.3% | -0.3% |
| 30D | 0.0% | -45.7% | +45.7% | 0.0% |
| 3M | +0.3% | -27.7% | +28.1% | +0.3% |
| 6M | +1.2% | -37.3% | +38.5% | +1.2% |
| YTD | +2.4% | +11.1% | -8.7% | +2.4% |
| 1Y | +3.0% | +27.2% | -24.1% | +3.0% |
| 3Y | +13.1% | +153.7% | -140.5% | +13.1% |
| 5Y | +19.4% | +159.0% | -139.6% | +19.4% |
| 10Y | +25.2% | +405.6% | -380.4% | +25.2% |
| All | +24.9% | +896.6% | -871.7% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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