+33.8%
BLK vs MOS
-7.1%
+40.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.4% |
| 7D | -2.4% | +7.1% | -9.5% | -3.6% |
| 30D | -3.1% | +15.0% | -18.2% | -5.6% |
| 3M | +10.7% | +24.1% | -13.4% | +6.0% |
| 6M | +15.9% | +2.7% | +13.2% | +13.9% |
| YTD | +4.0% | +12.2% | -8.2% | 0.0% |
| 1Y | +1.3% | -16.3% | +17.5% | +2.9% |
| 3Y | +69.6% | -23.3% | +92.9% | +71.0% |
| 5Y | +33.8% | -4.2% | +37.9% | +14.2% |
| All | +33.8% | -7.1% | +40.9% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling