+5.6%
MSCI vs BEN
+28.2%
-22.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | +3.0% | +6.8% | -3.8% | -0.1% |
| 30D | +17.8% | +18.0% | -0.2% | +9.0% |
| 3M | +15.2% | +7.5% | +7.7% | +11.1% |
| 6M | +16.5% | +14.7% | +1.8% | +8.3% |
| YTD | +16.4% | +56.1% | -39.7% | -7.7% |
| 1Y | +16.8% | +69.6% | -52.8% | -11.2% |
| 3Y | +35.8% | +87.7% | -51.9% | -8.0% |
| All | +5.6% | +28.2% | -22.6% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling