+73.1%
MA vs BEN
+39.3%
+33.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -2.3% |
| 7D | -2.7% | +0.2% | -2.9% | -2.8% |
| 30D | +1.5% | -0.5% | +2.1% | +1.6% |
| 3M | +20.4% | +9.7% | +10.7% | +16.4% |
| 6M | +11.1% | +33.9% | -22.8% | -0.2% |
| YTD | +2.0% | +49.0% | -47.0% | -11.9% |
| 1Y | -2.2% | +42.1% | -44.3% | -14.2% |
| 3Y | +41.9% | +51.9% | -10.0% | +17.9% |
| All | +73.1% | +39.3% | +33.8% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 5y: compounded portfolio wealth divided by compounded BEN 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…
5y analysis · Full analysis span regression · 6 months rolling