+554.8%
MA vs BIL
+25.6%
+529.2%
-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 | -0.3% | +0.1% | -0.4% | -0.2% |
| 30D | +11.3% | 0.0% | +11.3% | +11.0% |
| 3M | +16.7% | +0.6% | +16.1% | +16.8% |
| 6M | +32.8% | +1.5% | +31.3% | +33.9% |
| YTD | +15.6% | +2.8% | +12.8% | +17.9% |
| 1Y | +19.6% | +3.3% | +16.2% | +22.5% |
| 3Y | +72.1% | +13.4% | +58.7% | +75.3% |
| 5Y | +96.0% | +19.8% | +76.2% | +89.4% |
| 10Y | +554.8% | +25.6% | +529.1% | +526.1% |
| All | +554.8% | +25.6% | +529.2% | +526.1% |
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