+318.3%
BLK vs MTSI
+465.0%
-146.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.6% | +6.1% | +1.6% |
| 7D | +3.7% | +10.0% | -6.3% | +1.5% |
| 30D | +13.9% | -20.3% | +34.2% | +17.8% |
| 3M | +3.9% | -24.4% | +28.3% | +7.6% |
| 6M | +13.0% | -39.2% | +52.2% | +20.6% |
| YTD | +16.1% | +35.5% | -19.4% | +2.3% |
| 1Y | +16.8% | +43.0% | -26.3% | +1.5% |
| 3Y | +97.7% | +196.3% | -98.6% | +40.5% |
| 5Y | +42.1% | +210.0% | -167.9% | -2.3% |
| All | +318.3% | +465.0% | -146.7% | +124.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling