+803.2%
MS vs BLK
+270.9%
+532.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +1.3% |
| 7D | +1.7% | -2.7% | +4.3% | +3.8% |
| 30D | 0.0% | -4.8% | +4.8% | +3.8% |
| 3M | +3.0% | +6.5% | -3.5% | -2.7% |
| 6M | +35.7% | +13.1% | +22.5% | +21.7% |
| YTD | +23.3% | +1.8% | +21.5% | +19.9% |
| 1Y | +44.7% | -1.0% | +45.7% | +43.4% |
| 3Y | +178.0% | +66.0% | +112.0% | +81.5% |
| 5Y | +143.2% | +31.2% | +111.9% | +87.3% |
| 10Y | +803.2% | +278.5% | +524.7% | +160.9% |
| All | +803.2% | +270.9% | +532.3% | +160.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling