+122.9%
MS vs BEN
+28.2%
+94.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.5% |
| 7D | +5.1% | +6.8% | -1.7% | +1.2% |
| 30D | +5.7% | +18.0% | -12.3% | -3.9% |
| 3M | -12.2% | +7.5% | -19.6% | -15.8% |
| 6M | -0.5% | +14.7% | -15.2% | -8.2% |
| YTD | +9.8% | +56.1% | -46.3% | -15.2% |
| 1Y | +17.7% | +69.6% | -51.9% | -13.3% |
| 3Y | +176.8% | +87.7% | +89.1% | +84.8% |
| All | +122.9% | +28.2% | +94.7% | +78.6% |
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 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