+25.0%
BIL vs MTSI
+1,308.1%
-1,283.1%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.4% | 0.0% |
| 7D | +0.1% | +1.4% | -1.3% | +0.1% |
| 30D | +0.3% | +2.1% | -1.8% | +0.3% |
| 3M | +0.9% | -29.7% | +30.7% | +0.9% |
| 6M | +1.8% | +12.5% | -10.7% | +1.8% |
| YTD | +2.4% | +57.0% | -54.6% | +2.4% |
| 1Y | +3.7% | +103.9% | -100.2% | +3.7% |
| 3Y | +14.2% | +223.6% | -209.4% | +14.2% |
| 5Y | +19.4% | +321.6% | -302.1% | +19.4% |
| 10Y | +25.2% | +517.7% | -492.5% | +25.2% |
| All | +25.0% | +1,308.1% | -1,283.1% | +25.0% |
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