+14,645.6%
BLK vs MOS
+131.8%
+14,513.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.5% |
| 7D | +0.2% | +5.5% | -5.3% | -1.1% |
| 30D | +13.1% | +21.0% | -7.8% | +7.9% |
| 3M | +7.3% | -0.5% | +7.8% | +6.5% |
| 6M | +14.6% | +6.6% | +8.0% | +11.3% |
| YTD | +16.5% | -2.8% | +19.2% | +14.0% |
| 1Y | +15.4% | -8.1% | +23.4% | +14.2% |
| 3Y | +97.2% | -25.6% | +122.7% | +100.0% |
| 5Y | +43.4% | -29.8% | +73.1% | +41.2% |
| 10Y | +322.5% | +0.6% | +321.9% | +242.5% |
| All | +14,645.6% | +131.8% | +14,513.8% | +9,105.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling