+922.9%
MSFT vs BEN
+55.0%
+867.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.6% |
| 7D | +2.3% | +12.1% | -9.8% | -1.6% |
| 30D | -0.4% | +13.4% | -13.8% | -4.6% |
| 3M | +5.6% | +9.4% | -3.8% | +2.2% |
| 6M | +29.0% | +19.3% | +9.7% | +21.0% |
| YTD | +10.9% | +57.3% | -46.3% | -5.7% |
| 1Y | +6.2% | +69.1% | -62.9% | -12.0% |
| 3Y | +47.6% | +85.6% | -38.0% | +14.2% |
| 5Y | +67.9% | +32.9% | +35.0% | +43.2% |
| 10Y | +922.9% | +58.3% | +864.6% | +671.3% |
| All | +922.9% | +55.0% | +867.9% | +671.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling