+803.9%
MS vs BLK
+14,777.2%
-13,973.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.9% |
| 3M | -10.8% | +7.3% | -18.1% | -15.5% |
| 6M | +0.9% | +14.6% | -13.7% | -9.6% |
| YTD | +9.8% | +16.5% | -6.7% | -3.1% |
| 1Y | +17.1% | +15.4% | +1.7% | +3.9% |
| 3Y | +175.7% | +97.2% | +78.6% | +63.7% |
| 5Y | +125.9% | +43.4% | +82.5% | +65.8% |
| 10Y | +556.2% | +322.5% | +233.7% | +114.0% |
| All | +803.9% | +14,777.2% | -13,973.3% | -29.6% |
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