+920.4%
MSFT vs BIL
+25.6%
+894.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +7.5% | +0.1% | +7.4% | +7.4% |
| 30D | +1.9% | 0.0% | +1.9% | +2.2% |
| 3M | +9.2% | +0.6% | +8.6% | +9.4% |
| 6M | +31.9% | +1.5% | +30.4% | +32.2% |
| YTD | +13.4% | +2.8% | +10.7% | +14.0% |
| 1Y | +10.6% | +3.3% | +7.3% | +11.2% |
| 3Y | +54.7% | +13.4% | +41.3% | +46.1% |
| 5Y | +69.1% | +19.8% | +49.3% | +53.6% |
| 10Y | +920.4% | +25.6% | +894.7% | +844.3% |
| All | +920.4% | +25.6% | +894.8% | +844.3% |
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