+275.1%
BLK vs MSI
+605.3%
-330.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.4% |
| 7D | -3.3% | -0.4% | -2.9% | -3.1% |
| 30D | -6.5% | -0.8% | -5.8% | -6.2% |
| 3M | +6.7% | +13.9% | -7.2% | -0.9% |
| 6M | +14.7% | +1.3% | +13.4% | +12.5% |
| YTD | +2.5% | +22.3% | -19.8% | -9.8% |
| 1Y | -2.8% | -3.9% | +1.1% | -2.5% |
| 3Y | +65.9% | +69.9% | -4.0% | +17.4% |
| 5Y | +33.0% | +103.8% | -70.8% | -16.7% |
| All | +275.1% | +605.3% | -330.2% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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