+321.0%
BLK vs MOS
-1.0%
+322.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.4% |
| 7D | +5.2% | +24.8% | -19.6% | +0.1% |
| 30D | +12.9% | +22.7% | -9.8% | +7.7% |
| 3M | +8.6% | -1.2% | +9.8% | +8.0% |
| 6M | +13.9% | +5.5% | +8.3% | +11.1% |
| YTD | +16.1% | -2.0% | +18.0% | +13.4% |
| 1Y | +15.3% | -7.9% | +23.2% | +14.1% |
| 3Y | +96.5% | -25.0% | +121.5% | +98.7% |
| 5Y | +43.8% | -27.7% | +71.6% | +39.9% |
| All | +321.0% | -1.0% | +322.0% | +241.0% |
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