+2,417.1%
MSCI vs BEN
+65.8%
+2,351.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -1.9% |
| 7D | +0.4% | +0.2% | +0.2% | +0.2% |
| 30D | +0.6% | -0.5% | +1.1% | +0.7% |
| 3M | -7.1% | +9.7% | -16.8% | -11.6% |
| 6M | +0.8% | +33.9% | -33.1% | -13.4% |
| YTD | +1.0% | +49.0% | -48.0% | -17.9% |
| 1Y | +4.3% | +42.1% | -37.8% | -13.6% |
| 3Y | +9.9% | +51.9% | -41.9% | -15.0% |
| 5Y | -6.8% | +39.0% | -45.8% | -26.2% |
| 10Y | +614.7% | +57.9% | +556.8% | +369.5% |
| All | +2,417.1% | +65.8% | +2,351.3% | +1,171.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling