+27.5%
MSI vs BEN
+56.2%
-28.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.7% | -3.4% | +1.0% |
| 7D | +2.8% | +6.7% | -3.9% | +2.5% |
| 30D | +9.1% | +3.0% | +6.1% | +9.0% |
| 3M | +12.5% | -4.3% | +16.9% | +12.8% |
| 6M | +14.2% | +16.4% | -2.2% | +12.7% |
| YTD | +30.7% | +46.8% | -16.0% | +24.5% |
| 1Y | +27.5% | +57.3% | -29.8% | +20.3% |
| All | +27.5% | +56.2% | -28.7% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling