+12,882.1%
BLK vs MKSI
+1,370.0%
+11,512.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.1% |
| 7D | -3.3% | +2.7% | -6.0% | -4.0% |
| 30D | -6.5% | -12.8% | +6.3% | -3.6% |
| 3M | +6.7% | -22.5% | +29.3% | +11.1% |
| 6M | +14.7% | +19.4% | -4.7% | +6.3% |
| YTD | +2.5% | +67.7% | -65.2% | -13.3% |
| 1Y | -2.8% | +131.4% | -134.2% | -25.1% |
| 3Y | +65.9% | +197.3% | -131.5% | +13.5% |
| 5Y | +33.0% | +87.0% | -54.0% | -0.7% |
| 10Y | +281.2% | +522.1% | -240.9% | +103.7% |
| All | +12,882.1% | +1,370.0% | +11,512.1% | +5,146.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling