+568.4%
MA vs BIL
+25.7%
+542.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.8% | +0.1% | +1.7% | +1.9% |
| 30D | +11.8% | 0.0% | +11.9% | +11.5% |
| 3M | +17.2% | +0.6% | +16.6% | +17.3% |
| 6M | +33.4% | +1.5% | +31.9% | +34.6% |
| YTD | +16.1% | +2.8% | +13.4% | +18.5% |
| 1Y | +19.9% | +3.3% | +16.6% | +22.9% |
| 3Y | +70.1% | +13.4% | +56.7% | +73.9% |
| 5Y | +89.6% | +19.8% | +69.8% | +84.2% |
| 10Y | +568.4% | +25.7% | +542.8% | +544.5% |
| All | +568.4% | +25.7% | +542.8% | +544.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 10y: compounded portfolio wealth divided by compounded BIL 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…
10y analysis · Full analysis span regression · 6 months rolling