+797.1%
MS vs BLK
+14,659.6%
-13,862.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.2% |
| 7D | +3.7% | +3.9% | -0.2% | +0.8% |
| 30D | +2.0% | +14.1% | -12.1% | -7.6% |
| 3M | -12.6% | +5.3% | -17.9% | -16.0% |
| 6M | -0.3% | +12.6% | -12.8% | -9.4% |
| YTD | +9.0% | +15.5% | -6.6% | -3.3% |
| 1Y | +13.9% | +13.6% | +0.3% | +2.2% |
| 3Y | +173.6% | +95.6% | +78.0% | +63.4% |
| 5Y | +122.0% | +41.4% | +80.6% | +64.6% |
| 10Y | +551.2% | +319.1% | +232.1% | +113.6% |
| All | +797.1% | +14,659.6% | -13,862.5% | -29.7% |
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 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