+34.0%
MSCI vs BEN
+85.5%
-51.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.2% |
| 7D | -0.7% | +11.3% | -12.0% | -3.8% |
| 30D | +16.2% | +15.0% | +1.2% | +11.5% |
| 3M | +16.1% | +7.8% | +8.3% | +13.4% |
| 6M | +12.9% | +15.5% | -2.6% | +7.7% |
| YTD | +14.8% | +55.4% | -40.6% | -0.7% |
| 1Y | +13.8% | +63.3% | -49.5% | -3.2% |
| All | +34.0% | +85.5% | -51.6% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling