-2.7%
MSCI vs BEN
+45.8%
-48.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.5% | -3.7% |
| 7D | -2.1% | +4.7% | -6.8% | -3.0% |
| 30D | -1.7% | +2.6% | -4.3% | -2.3% |
| 3M | -8.2% | +11.5% | -19.7% | -10.6% |
| 6M | -2.4% | +35.3% | -37.8% | -10.6% |
| YTD | -2.8% | +48.6% | -51.5% | -14.4% |
| 1Y | -2.7% | +46.7% | -49.3% | -13.7% |
| All | -2.7% | +45.8% | -48.4% | -13.7% |
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 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