+70.7%
MA vs BLK
+97.8%
-27.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | +1.3% | +3.7% | -2.4% | 0.0% |
| 30D | +9.6% | +13.9% | -4.3% | +4.8% |
| 3M | +16.8% | +3.9% | +12.9% | +15.1% |
| 6M | +35.2% | +13.0% | +22.2% | +29.1% |
| YTD | +16.6% | +16.1% | +0.4% | +9.4% |
| 1Y | +19.8% | +16.8% | +3.0% | +12.1% |
| 3Y | +70.7% | +97.7% | -27.0% | +37.6% |
| All | +70.7% | +97.8% | -27.2% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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