+292.9%
MS vs BIL
+30.3%
+262.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -6.0% | -5.8% |
| 7D | -3.4% | -0.3% | -3.1% | -7.6% |
| 30D | -3.9% | 0.0% | -3.9% | -4.3% |
| 3M | -15.9% | +0.3% | -16.2% | -11.4% |
| 6M | -2.5% | +1.2% | -3.7% | +19.7% |
| YTD | +5.1% | +2.4% | +2.7% | +58.6% |
| 1Y | +13.0% | +3.0% | +9.9% | +88.6% |
| 3Y | +160.7% | +13.1% | +147.5% | +2,156.4% |
| 5Y | +114.0% | +19.4% | +94.6% | +4,863.5% |
| 10Y | +637.5% | +25.2% | +612.3% | +42,166.9% |
| All | +292.9% | +30.3% | +262.5% | +24,206.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling