+184.7%
MS vs BLK
+74.9%
+109.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +1.4% | -3.6% | +5.0% | +4.2% |
| 30D | -0.3% | -1.0% | +0.7% | +0.4% |
| 3M | +0.3% | +10.4% | -10.1% | -7.6% |
| 6M | +31.3% | +8.2% | +23.2% | +22.1% |
| YTD | +24.7% | +6.0% | +18.6% | +17.8% |
| 1Y | +47.9% | +3.3% | +44.6% | +42.2% |
| All | +184.7% | +74.9% | +109.8% | +72.8% |
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 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