+78.7%
BLK vs MSFU
+72.2%
+6.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.4% |
| 7D | -2.4% | -3.2% | +0.8% | -1.8% |
| 30D | -3.1% | -3.1% | 0.0% | -2.6% |
| 3M | +10.7% | +35.3% | -24.6% | +2.7% |
| 6M | +15.9% | +31.6% | -15.7% | +6.7% |
| YTD | +4.0% | -9.5% | +13.5% | +3.6% |
| 1Y | +1.3% | -18.4% | +19.7% | +3.0% |
| 3Y | +69.6% | +26.9% | +42.6% | +40.3% |
| All | +78.7% | +72.2% | +6.5% | +25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling