+65.9%
BLK vs MKSI
+190.8%
-125.0%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.2% |
| 7D | -3.3% | +2.7% | -6.0% | -3.8% |
| 30D | -6.5% | -12.8% | +6.3% | -4.1% |
| 3M | +6.7% | -22.5% | +29.3% | +10.2% |
| 6M | +14.7% | +19.4% | -4.7% | +6.0% |
| YTD | +2.5% | +67.7% | -65.2% | -12.9% |
| 1Y | -2.8% | +131.4% | -134.2% | -24.4% |
| 3Y | +65.9% | +197.3% | -131.5% | +6.4% |
| All | +65.9% | +190.8% | -125.0% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 3y: compounded portfolio wealth divided by compounded MKSI 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…
3y analysis · Full analysis span regression · 6 months rolling