+125.9%
MS vs BLK
+44.4%
+81.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.4% |
| 7D | -1.7% | +0.2% | -1.9% | -1.8% |
| 30D | +0.9% | +13.1% | -12.2% | -7.6% |
| 3M | -10.8% | +7.3% | -18.1% | -15.3% |
| 6M | +0.9% | +14.6% | -13.7% | -9.1% |
| YTD | +9.8% | +16.5% | -6.7% | -2.6% |
| 1Y | +17.1% | +15.4% | +1.7% | +4.5% |
| 3Y | +175.7% | +97.2% | +78.6% | +67.9% |
| 5Y | +125.9% | +43.4% | +82.5% | +72.7% |
| All | +125.9% | +44.4% | +81.5% | +72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling