+15.2%
MS vs BEN
+68.8%
-53.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -0.9% | -0.5% |
| 7D | +0.8% | +12.1% | -11.4% | -6.1% |
| 30D | -0.7% | +13.4% | -14.1% | -8.2% |
| 3M | -12.4% | +9.4% | -21.7% | -17.2% |
| 6M | -1.7% | +19.3% | -21.0% | -12.1% |
| YTD | +8.0% | +57.3% | -49.2% | -18.8% |
| All | +15.2% | +68.8% | -53.6% | -17.6% |
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