+144.8%
MS vs BLK
+33.5%
+111.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.7% |
| 7D | +2.5% | -2.4% | +4.9% | +4.2% |
| 30D | 0.0% | -3.1% | +3.1% | +2.1% |
| 3M | +2.4% | +10.7% | -8.2% | -5.4% |
| 6M | +36.4% | +15.9% | +20.5% | +21.4% |
| YTD | +23.8% | +4.0% | +19.8% | +19.1% |
| 1Y | +48.6% | +1.3% | +47.4% | +45.4% |
| 3Y | +179.1% | +69.6% | +109.6% | +88.7% |
| 5Y | +144.8% | +33.8% | +111.0% | +99.7% |
| All | +144.8% | +33.5% | +111.3% | +99.7% |
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