+269.1%
BLK vs MSCI
+625.6%
-356.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.3% |
| 7D | -5.2% | -4.7% | -0.5% | -2.9% |
| 30D | -7.0% | -2.2% | -4.9% | -6.1% |
| 3M | +5.7% | -9.7% | +15.3% | +10.5% |
| 6M | +11.0% | +0.3% | +10.7% | +9.5% |
| YTD | +0.9% | -3.5% | +4.4% | +1.0% |
| 1Y | -1.6% | -1.4% | -0.2% | -3.1% |
| 3Y | +64.5% | +6.6% | +57.9% | +51.3% |
| 5Y | +30.9% | -10.9% | +41.8% | +27.6% |
| All | +269.1% | +625.6% | -356.5% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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