+5,285.6%
MS vs BEN
+1,704.5%
+3,581.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.9% | -1.0% | -2.2% |
| 7D | -3.4% | -0.4% | -3.0% | -3.0% |
| 30D | -3.9% | -0.7% | -3.2% | -3.4% |
| 3M | -15.9% | -6.8% | -9.1% | -11.3% |
| 6M | -2.5% | +7.9% | -10.4% | -8.5% |
| YTD | +5.1% | +39.6% | -34.5% | -19.9% |
| 1Y | +13.0% | +48.5% | -35.6% | -18.1% |
| 3Y | +160.7% | +55.7% | +105.0% | +72.2% |
| 5Y | +114.0% | +15.1% | +98.9% | +71.2% |
| 10Y | +637.5% | +57.4% | +580.1% | +303.2% |
| All | +5,285.6% | +1,704.5% | +3,581.1% | +831.2% |
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