+326.3%
BLK vs MAS
+230.1%
+96.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.5% | -1.5% | +0.6% |
| 7D | +4.1% | +3.3% | +0.8% | +2.3% |
| 30D | +12.2% | +25.5% | -13.2% | -0.8% |
| 3M | +7.4% | +11.8% | -4.3% | +0.7% |
| 6M | +13.2% | +21.3% | -8.1% | 0.0% |
| YTD | +15.4% | +37.7% | -22.4% | -6.6% |
| 1Y | +14.6% | +41.0% | -26.4% | -8.5% |
| 3Y | +99.2% | +63.0% | +36.2% | +40.9% |
| 5Y | +41.9% | +44.1% | -2.3% | +5.2% |
| 10Y | +326.3% | +224.3% | +102.0% | +100.3% |
| All | +326.3% | +230.1% | +96.1% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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