+99.6%
BLK vs MSFU
+88.0%
+11.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +3.7% | -2.8% | +6.5% | +4.3% |
| 30D | +13.9% | -5.3% | +19.2% | +14.8% |
| 3M | +3.9% | +7.2% | -3.3% | +1.9% |
| 6M | +13.0% | +51.0% | -38.0% | +1.4% |
| YTD | +16.1% | -1.2% | +17.4% | +13.2% |
| 1Y | +16.8% | -10.3% | +27.1% | +16.5% |
| 3Y | +97.7% | +22.2% | +75.4% | +68.0% |
| All | +99.6% | +88.0% | +11.5% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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