+313.7%
BLK vs MAS
+215.9%
+97.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.5% |
| 7D | +2.7% | +2.4% | +0.4% | +1.5% |
| 30D | +10.2% | +19.8% | -9.6% | -0.2% |
| 3M | +4.9% | +9.8% | -4.9% | -0.7% |
| 6M | +11.0% | +15.8% | -4.8% | +0.6% |
| YTD | +11.9% | +31.8% | -19.9% | -7.2% |
| 1Y | +12.6% | +35.4% | -22.8% | -8.2% |
| 3Y | +92.9% | +59.2% | +33.7% | +38.0% |
| 5Y | +39.3% | +41.2% | -1.9% | +4.3% |
| All | +313.7% | +215.9% | +97.7% | +99.1% |
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