+18.0%
BLK vs MTSI
+59.5%
-41.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.0% | +6.4% | +5.5% |
| 7D | +5.7% | -10.7% | +16.4% | +6.5% |
| 30D | +14.8% | -29.0% | +43.8% | +17.4% |
| 3M | +8.8% | -14.7% | +23.5% | +9.1% |
| 6M | +17.6% | -20.1% | +37.7% | +16.3% |
| YTD | +16.3% | +36.1% | -19.8% | +6.1% |
| 1Y | +18.0% | +61.7% | -43.8% | +4.2% |
| All | +18.0% | +59.5% | -41.5% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 1y: compounded portfolio wealth divided by compounded MTSI 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…
1y analysis · Full analysis span regression · 6 months rolling