+2,169.9%
MSFT vs BIL
+30.4%
+2,139.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.1% | -1.9% |
| 7D | -2.7% | +0.1% | -2.8% | -2.3% |
| 30D | +2.7% | +0.3% | +2.4% | +4.3% |
| 3M | +17.0% | +0.9% | +16.0% | +22.3% |
| 6M | +23.8% | +1.8% | +22.0% | +35.1% |
| YTD | +4.0% | +2.4% | +1.5% | +16.8% |
| 1Y | -0.8% | +3.7% | -4.5% | +18.2% |
| 3Y | +55.6% | +14.2% | +41.4% | +195.6% |
| 5Y | +72.9% | +19.4% | +53.5% | +314.0% |
| 10Y | +875.8% | +25.2% | +850.6% | +2,931.5% |
| All | +2,169.9% | +30.4% | +2,139.5% | +7,517.8% |
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