+569.6%
MA vs BIL
+26.1%
+543.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.8% | +0.1% | -1.9% | -1.7% |
| 30D | +11.0% | +0.3% | +10.7% | +11.2% |
| 3M | +17.9% | +0.9% | +16.9% | +18.5% |
| 6M | +33.2% | +1.9% | +31.3% | +34.9% |
| YTD | +16.5% | +3.1% | +13.3% | +19.4% |
| 1Y | +19.1% | +3.7% | +15.4% | +22.6% |
| 3Y | +70.6% | +13.8% | +56.8% | +75.1% |
| 5Y | +92.1% | +20.2% | +71.9% | +87.3% |
| 10Y | +569.6% | +26.1% | +543.4% | +554.5% |
| All | +569.6% | +26.1% | +543.5% | +554.5% |
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