+13.5%
MS vs BEN
+54.9%
-41.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.7% | -5.3% | -3.4% |
| 7D | -1.6% | +6.6% | -8.2% | -5.3% |
| 30D | -3.8% | +3.8% | -7.6% | -6.0% |
| 3M | -14.6% | +0.2% | -14.8% | -14.8% |
| 6M | -5.1% | +10.4% | -15.5% | -10.7% |
| YTD | +4.5% | +46.2% | -41.6% | -16.5% |
| 1Y | +13.5% | +52.3% | -38.7% | -11.7% |
| All | +13.5% | +54.9% | -41.4% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling