+885.0%
MSFT vs BEN
+53.7%
+831.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.1% | 0.0% |
| 7D | -1.0% | +3.4% | -4.4% | -2.2% |
| 30D | -2.7% | +1.8% | -4.5% | -3.3% |
| 3M | +22.1% | +8.4% | +13.7% | +18.8% |
| 6M | +20.6% | +35.6% | -15.1% | +8.3% |
| YTD | +2.3% | +46.4% | -44.1% | -10.6% |
| 1Y | -0.5% | +46.3% | -46.9% | -13.3% |
| 3Y | +50.5% | +54.6% | -4.1% | +24.7% |
| 5Y | +72.3% | +39.4% | +33.0% | +44.9% |
| 10Y | +885.0% | +57.6% | +827.4% | +638.6% |
| All | +885.0% | +53.7% | +831.3% | +638.6% |
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