+441.9%
MAR vs BIL
+25.2%
+416.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -4.7% | +0.3% | -4.9% | -4.7% |
| 3M | -15.6% | +0.9% | -16.5% | -15.7% |
| 6M | +1.2% | +1.8% | -0.6% | +1.1% |
| YTD | +7.5% | +2.5% | +5.0% | +7.3% |
| 1Y | +26.6% | +3.7% | +22.9% | +26.3% |
| 3Y | +66.0% | +14.1% | +51.9% | +56.7% |
| 5Y | +154.1% | +19.4% | +134.7% | +123.2% |
| 10Y | +441.9% | +25.2% | +416.6% | +320.3% |
| All | +441.9% | +25.2% | +416.6% | +320.3% |
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