+269.1%
BLK vs MOS
+13.3%
+255.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.4% |
| 7D | -5.2% | +0.5% | -5.7% | -5.3% |
| 30D | -7.0% | +10.9% | -17.9% | -9.3% |
| 3M | +5.7% | +29.2% | -23.6% | -0.7% |
| 6M | +11.0% | -2.3% | +13.3% | +9.8% |
| YTD | +0.9% | +8.3% | -7.4% | -3.0% |
| 1Y | -1.6% | -21.2% | +19.6% | +1.4% |
| 3Y | +64.5% | -25.9% | +90.4% | +67.7% |
| 5Y | +30.9% | -9.4% | +40.2% | +20.8% |
| All | +269.1% | +13.3% | +255.7% | +200.0% |
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