+607.1%
MS vs BIL
+25.2%
+581.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | -1.6% | -0.3% | -1.3% | -2.1% |
| 30D | -3.8% | 0.0% | -3.8% | -3.8% |
| 3M | -14.6% | +0.3% | -14.9% | -13.7% |
| 6M | -5.1% | +1.2% | -6.3% | -1.5% |
| YTD | +4.5% | +2.5% | +2.1% | +11.6% |
| 1Y | +13.5% | +3.0% | +10.5% | +23.0% |
| 3Y | +160.4% | +13.2% | +147.2% | +234.6% |
| 5Y | +112.9% | +19.4% | +93.4% | +183.9% |
| All | +607.1% | +25.2% | +581.9% | +925.5% |
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