+181.3%
MS vs BIL
+14.1%
+167.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.6% |
| 7D | +1.4% | +0.1% | +1.3% | +2.3% |
| 30D | -0.3% | +0.3% | -0.6% | +3.4% |
| 3M | +0.3% | +0.9% | -0.6% | +11.7% |
| 6M | +31.3% | +1.8% | +29.5% | +58.6% |
| YTD | +24.7% | +2.4% | +22.2% | +59.3% |
| 1Y | +47.9% | +3.7% | +44.2% | +115.1% |
| All | +181.3% | +14.1% | +167.2% | +574.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling