+4,820.0%
MA vs BIL
+30.3%
+4,789.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.4% |
| 7D | +3.2% | -0.3% | +3.4% | +1.7% |
| 30D | +15.9% | 0.0% | +16.0% | +15.8% |
| 3M | +15.2% | +0.3% | +14.8% | +17.3% |
| 6M | +32.4% | +1.2% | +31.2% | +42.0% |
| YTD | +15.6% | +2.4% | +13.2% | +33.3% |
| 1Y | +19.3% | +3.0% | +16.3% | +42.3% |
| 3Y | +73.0% | +13.1% | +59.8% | +259.6% |
| 5Y | +93.7% | +19.4% | +74.4% | +460.5% |
| 10Y | +575.0% | +25.2% | +549.8% | +2,548.5% |
| All | +4,820.0% | +30.3% | +4,789.7% | +14,274.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling