+64.7%
BLK vs MSCI
+7.5%
+57.2%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.3% |
| 7D | -2.7% | -1.1% | -1.6% | -2.3% |
| 30D | -4.8% | -1.2% | -3.6% | -4.4% |
| 3M | +6.5% | -8.4% | +14.9% | +9.5% |
| 6M | +13.1% | -1.0% | +14.2% | +12.5% |
| YTD | +1.8% | -2.3% | +4.1% | +1.5% |
| 1Y | -1.0% | -1.2% | +0.2% | -1.9% |
| All | +64.7% | +7.5% | +57.2% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling