+13,824.1%
MA vs BLK
+1,240.7%
+12,583.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.9% |
| 7D | -2.7% | -3.6% | +0.9% | -0.8% |
| 30D | +1.5% | -1.0% | +2.5% | +2.0% |
| 3M | +20.4% | +10.4% | +10.1% | +13.4% |
| 6M | +11.1% | +8.2% | +3.0% | +5.0% |
| YTD | +2.0% | +6.0% | -4.1% | -3.1% |
| 1Y | -2.2% | +3.3% | -5.5% | -6.0% |
| 3Y | +41.9% | +70.3% | -28.4% | +1.1% |
| 5Y | +75.4% | +34.5% | +40.9% | +39.8% |
| 10Y | +527.5% | +281.9% | +245.6% | +176.3% |
| All | +13,824.1% | +1,240.7% | +12,583.4% | +2,951.8% |
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