+48.4%
MAR vs BIL
+3.7%
+44.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.5% |
| 7D | +1.6% | +0.1% | +1.5% | +1.3% |
| 30D | +13.8% | +0.3% | +13.5% | +11.9% |
| 3M | +20.3% | +1.0% | +19.3% | +16.0% |
| 6M | +21.3% | +1.9% | +19.4% | +22.4% |
| YTD | +37.2% | +3.2% | +34.0% | +41.1% |
| 1Y | +48.4% | +3.7% | +44.7% | +49.4% |
| All | +48.4% | +3.7% | +44.7% | +49.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling