+15,819.0%
MA vs BLK
+1,368.4%
+14,450.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.0% |
| 7D | +1.3% | +3.7% | -2.4% | -0.7% |
| 30D | +9.6% | +13.9% | -4.3% | +2.0% |
| 3M | +16.8% | +3.9% | +12.9% | +14.1% |
| 6M | +35.2% | +13.0% | +22.2% | +25.2% |
| YTD | +16.6% | +16.1% | +0.4% | +5.2% |
| 1Y | +19.8% | +16.8% | +3.0% | +7.7% |
| 3Y | +70.7% | +97.7% | -27.0% | +11.9% |
| 5Y | +87.4% | +42.1% | +45.3% | +44.9% |
| 10Y | +570.0% | +321.3% | +248.7% | +179.6% |
| All | +15,819.0% | +1,368.4% | +14,450.6% | +3,213.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling