+5,526.8%
MS vs BEN
+1,933.7%
+3,593.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -1.7% | +7.2% | -8.9% | -7.1% |
| 30D | +0.9% | +14.1% | -13.2% | -9.1% |
| 3M | -10.8% | +9.9% | -20.8% | -17.4% |
| 6M | +0.9% | +17.4% | -16.5% | -11.5% |
| YTD | +9.8% | +57.3% | -47.5% | -23.9% |
| 1Y | +17.1% | +66.9% | -49.9% | -22.6% |
| 3Y | +175.7% | +85.7% | +90.0% | +58.4% |
| 5Y | +125.9% | +31.2% | +94.6% | +62.9% |
| 10Y | +556.2% | +61.0% | +495.1% | +255.0% |
| All | +5,526.8% | +1,933.7% | +3,593.2% | +784.7% |
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 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