+6,288.2%
MS vs BEN
+1,826.0%
+4,462.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.3% | -2.4% |
| 7D | +1.4% | +0.2% | +1.1% | +1.1% |
| 30D | -0.3% | -0.5% | +0.3% | 0.0% |
| 3M | +0.3% | +9.7% | -9.4% | -7.0% |
| 6M | +31.3% | +33.9% | -2.6% | +3.5% |
| YTD | +24.7% | +49.0% | -24.3% | -9.7% |
| 1Y | +47.9% | +42.1% | +5.8% | +10.5% |
| 3Y | +178.3% | +51.9% | +126.5% | +87.5% |
| 5Y | +144.9% | +39.0% | +105.8% | +66.2% |
| 10Y | +804.5% | +57.9% | +746.7% | +393.1% |
| All | +6,288.2% | +1,826.0% | +4,462.2% | +950.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling