+12.0%
MSCI vs BEN
+54.9%
-42.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.7% | -7.0% | -3.3% |
| 7D | +2.8% | +6.6% | -3.8% | +1.5% |
| 30D | +15.4% | +3.8% | +11.6% | +14.3% |
| 3M | +13.4% | +0.2% | +13.2% | +13.0% |
| 6M | +10.9% | +10.4% | +0.5% | +8.2% |
| YTD | +13.0% | +46.2% | -33.2% | +1.3% |
| 1Y | +12.0% | +52.3% | -40.2% | -0.3% |
| All | +12.0% | +54.9% | -42.9% | -0.3% |
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