+4.3%
MSCI vs BEN
+42.6%
-38.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -1.0% |
| 7D | +0.4% | +0.2% | +0.2% | +0.3% |
| 30D | +0.6% | -0.5% | +1.1% | +0.6% |
| 3M | -7.1% | +9.7% | -16.8% | -9.1% |
| 6M | +0.8% | +33.9% | -33.1% | -7.2% |
| YTD | +1.0% | +49.0% | -48.0% | -10.8% |
| 1Y | +4.3% | +42.1% | -37.8% | -3.2% |
| All | +4.3% | +42.6% | -38.2% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling