+73.5%
MSFT vs BLK
+29.1%
+44.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.6% |
| 7D | -3.5% | -5.2% | +1.7% | -0.9% |
| 30D | -2.1% | -7.0% | +5.0% | +1.5% |
| 3M | +24.2% | +5.7% | +18.5% | +20.6% |
| 6M | +21.9% | +11.0% | +10.8% | +14.7% |
| YTD | +2.5% | +0.9% | +1.6% | +0.6% |
| 1Y | -0.8% | -1.6% | +0.8% | -1.8% |
| 3Y | +50.8% | +64.5% | -13.7% | +7.0% |
| 5Y | +73.5% | +30.9% | +42.7% | +37.3% |
| All | +73.5% | +29.1% | +44.4% | +37.3% |
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