+13,071.1%
BLK vs MSI
+525.7%
+12,545.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.6% |
| 7D | -2.4% | -5.8% | +3.3% | -0.7% |
| 30D | -3.1% | -1.0% | -2.1% | -2.9% |
| 3M | +10.7% | +14.2% | -3.5% | +6.1% |
| 6M | +15.9% | +1.0% | +14.8% | +14.7% |
| YTD | +4.0% | +21.5% | -17.4% | -2.7% |
| 1Y | +1.3% | -2.1% | +3.4% | +0.9% |
| 3Y | +69.6% | +69.3% | +0.2% | +42.5% |
| 5Y | +33.8% | +99.3% | -65.5% | +7.0% |
| 10Y | +276.2% | +595.0% | -318.9% | +114.0% |
| All | +13,071.1% | +525.7% | +12,545.4% | +5,429.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling