+318.3%
BLK vs MOS
-3.5%
+321.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | +3.7% | -2.0% | +5.7% | +4.2% |
| 30D | +13.9% | +15.3% | -1.4% | +10.1% |
| 3M | +3.9% | +1.5% | +2.4% | +2.8% |
| 6M | +13.0% | -2.0% | +15.0% | +12.0% |
| YTD | +16.1% | -6.5% | +22.7% | +14.6% |
| 1Y | +16.8% | -11.1% | +27.8% | +16.4% |
| 3Y | +97.7% | -30.3% | +127.9% | +103.2% |
| 5Y | +42.1% | -33.5% | +75.6% | +40.9% |
| All | +318.3% | -3.5% | +321.8% | +244.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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