+4,238.0%
MA vs BIL
+30.4%
+4,207.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -0.9% |
| 7D | -2.7% | +0.1% | -2.8% | -2.2% |
| 30D | +1.5% | +0.3% | +1.2% | +3.5% |
| 3M | +20.4% | +0.9% | +19.5% | +27.3% |
| 6M | +11.1% | +1.8% | +9.3% | +23.7% |
| YTD | +2.0% | +2.4% | -0.5% | +17.6% |
| 1Y | -2.2% | +3.7% | -5.9% | +21.5% |
| 3Y | +41.9% | +14.2% | +27.7% | +211.6% |
| 5Y | +75.4% | +19.4% | +55.9% | +407.4% |
| 10Y | +527.5% | +25.2% | +502.3% | +2,368.3% |
| All | +4,238.0% | +30.4% | +4,207.7% | +12,586.0% |
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