+322.5%
BLK vs MTSI
+539.0%
-216.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.3% | -10.0% | -1.8% |
| 7D | +0.2% | +7.2% | -7.0% | -1.8% |
| 30D | +13.1% | -18.4% | +31.6% | +16.5% |
| 3M | +7.3% | -16.7% | +24.0% | +8.9% |
| 6M | +14.6% | -31.7% | +46.3% | +19.4% |
| YTD | +16.5% | +45.9% | -29.4% | +1.2% |
| 1Y | +15.4% | +47.0% | -31.6% | -0.1% |
| 3Y | +97.2% | +224.1% | -126.9% | +37.6% |
| 5Y | +43.4% | +238.5% | -195.1% | -3.1% |
| 10Y | +322.5% | +512.7% | -190.2% | +123.0% |
| All | +322.5% | +539.0% | -216.6% | +123.0% |
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