+15.0%
BLK vs MOS
-6.5%
+21.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.6% |
| 7D | +5.2% | +24.8% | -19.6% | +3.8% |
| 30D | +12.9% | +22.7% | -9.8% | +11.4% |
| 3M | +8.6% | -1.2% | +9.8% | +7.7% |
| 6M | +13.9% | +5.5% | +8.3% | +12.4% |
| YTD | +16.1% | -2.0% | +18.0% | +11.7% |
| All | +15.0% | -6.5% | +21.5% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling