+125.9%
MS vs BEN
+32.3%
+93.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -1.7% | +7.2% | -8.9% | -5.6% |
| 30D | +0.9% | +14.1% | -13.2% | -6.4% |
| 3M | -10.8% | +9.9% | -20.8% | -15.6% |
| 6M | +0.9% | +17.4% | -16.5% | -8.1% |
| YTD | +9.8% | +57.3% | -47.5% | -15.6% |
| 1Y | +17.1% | +66.9% | -49.9% | -13.0% |
| 3Y | +175.7% | +85.7% | +90.0% | +85.3% |
| 5Y | +125.9% | +31.2% | +94.6% | +79.8% |
| All | +125.9% | +32.3% | +93.5% | +79.8% |
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