+43.3%
MA vs BIL
+14.1%
+29.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.0% |
| 7D | -2.7% | +0.1% | -2.8% | -2.4% |
| 30D | +1.5% | +0.3% | +1.2% | +2.7% |
| 3M | +20.4% | +0.9% | +19.5% | +24.6% |
| 6M | +11.1% | +1.8% | +9.3% | +19.7% |
| YTD | +2.0% | +2.4% | -0.5% | +13.0% |
| 1Y | -2.2% | +3.7% | -5.9% | +16.4% |
| All | +43.3% | +14.1% | +29.1% | +198.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling