+278.5%
BLK vs MTSI
+571.2%
-292.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.1% | -6.3% | -3.0% |
| 7D | -2.7% | +11.1% | -13.8% | -4.9% |
| 30D | -4.8% | -3.7% | -1.1% | -4.4% |
| 3M | +6.5% | -20.2% | +26.7% | +9.9% |
| 6M | +13.2% | +30.8% | -17.7% | +3.5% |
| YTD | +1.8% | +67.0% | -65.2% | -12.4% |
| 1Y | -1.0% | +120.4% | -121.4% | -20.6% |
| 3Y | +66.0% | +260.4% | -194.4% | +15.4% |
| 5Y | +31.2% | +356.3% | -325.0% | -14.9% |
| 10Y | +278.5% | +581.1% | -302.6% | +92.0% |
| All | +278.5% | +571.2% | -292.7% | +92.0% |
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