+2,310.3%
MSFT vs BIL
+30.4%
+2,279.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -0.9% |
| 7D | +1.7% | -0.3% | +1.9% | +0.5% |
| 30D | +0.2% | 0.0% | +0.2% | +0.2% |
| 3M | +6.4% | +0.3% | +6.0% | +8.0% |
| 6M | +28.7% | +1.2% | +27.5% | +36.5% |
| YTD | +10.4% | +2.5% | +8.0% | +24.1% |
| 1Y | +7.6% | +3.0% | +4.6% | +24.3% |
| 3Y | +52.3% | +13.2% | +39.2% | +176.9% |
| 5Y | +64.5% | +19.4% | +45.1% | +294.5% |
| 10Y | +917.8% | +25.2% | +892.6% | +3,060.6% |
| All | +2,310.3% | +30.4% | +2,279.9% | +7,995.8% |
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