+1,708.6%
MSFT vs BLK
+13,188.7%
-11,480.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.5% |
| 7D | -1.4% | -2.4% | +1.0% | -0.5% |
| 30D | -1.0% | -3.1% | +2.1% | +0.1% |
| 3M | +20.2% | +10.7% | +9.5% | +15.7% |
| 6M | +21.3% | +15.9% | +5.4% | +14.5% |
| YTD | +2.8% | +4.0% | -1.2% | +0.5% |
| 1Y | 0.0% | +1.3% | -1.3% | -1.7% |
| 3Y | +51.2% | +69.6% | -18.3% | +22.1% |
| 5Y | +71.4% | +33.8% | +37.7% | +49.6% |
| 10Y | +868.6% | +276.2% | +592.4% | +495.3% |
| All | +1,708.6% | +13,188.7% | -11,480.1% | +523.7% |
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