+15.0%
BLK vs MAS
+39.2%
-24.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.0% |
| 7D | +5.2% | +3.6% | +1.7% | +4.2% |
| 30D | +12.9% | +23.8% | -10.9% | +6.3% |
| 3M | +8.6% | +14.4% | -5.8% | +4.4% |
| 6M | +13.9% | +19.7% | -5.9% | +7.0% |
| YTD | +16.1% | +36.0% | -19.9% | +2.2% |
| All | +15.0% | +39.2% | -24.2% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling