+8.6%
MSFT vs BIL
+3.3%
+5.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.6% |
| 7D | +7.5% | +0.1% | +7.4% | +6.8% |
| 30D | +1.9% | 0.0% | +1.9% | +1.6% |
| 3M | +9.2% | +0.6% | +8.6% | +2.2% |
| 6M | +31.9% | +1.5% | +30.4% | +16.9% |
| YTD | +13.4% | +2.8% | +10.7% | -7.3% |
| All | +8.6% | +3.3% | +5.3% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling