+553.7%
MS vs BIL
+25.7%
+528.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.3% |
| 7D | +0.8% | +0.1% | +0.7% | +0.9% |
| 30D | -0.7% | 0.0% | -0.7% | -0.7% |
| 3M | -12.4% | +0.6% | -13.0% | -11.2% |
| 6M | -1.7% | +1.5% | -3.3% | +1.6% |
| YTD | +8.0% | +2.8% | +5.3% | +14.2% |
| 1Y | +16.2% | +3.3% | +12.9% | +24.0% |
| 3Y | +171.3% | +13.4% | +157.9% | +220.2% |
| 5Y | +124.8% | +19.8% | +104.9% | +160.8% |
| 10Y | +553.7% | +25.7% | +528.0% | +615.6% |
| All | +553.7% | +25.7% | +528.0% | +615.6% |
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