+34.1%
MSCI vs BEN
+63.5%
-29.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.7% | -7.0% | -3.6% |
| 7D | +2.8% | +6.6% | -3.8% | +0.9% |
| 30D | +15.4% | +3.8% | +11.6% | +14.1% |
| 3M | +13.4% | +0.2% | +13.2% | +13.1% |
| 6M | +10.9% | +10.4% | +0.5% | +7.2% |
| YTD | +13.0% | +46.2% | -33.2% | -0.5% |
| 1Y | +12.0% | +52.3% | -40.2% | -2.7% |
| 3Y | +34.1% | +65.9% | -31.8% | +10.1% |
| All | +34.1% | +63.5% | -29.4% | +10.1% |
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