+89.6%
MA vs BIL
+19.8%
+69.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.8% | +0.1% | +1.7% | +2.1% |
| 30D | +11.8% | 0.0% | +11.9% | +11.3% |
| 3M | +17.2% | +0.6% | +16.6% | +18.3% |
| 6M | +33.4% | +1.5% | +31.9% | +38.0% |
| YTD | +16.1% | +2.8% | +13.4% | +24.6% |
| 1Y | +19.9% | +3.3% | +16.6% | +30.7% |
| 3Y | +70.1% | +13.4% | +56.7% | +126.3% |
| 5Y | +89.6% | +19.8% | +69.8% | +218.8% |
| All | +89.6% | +19.8% | +69.8% | +218.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling