-1.0%
BLK vs MTSI
+119.6%
-120.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.1% | -6.3% | -2.5% |
| 7D | -2.7% | +11.1% | -13.8% | -3.5% |
| 30D | -4.8% | -3.7% | -1.1% | -4.7% |
| 3M | +6.5% | -20.2% | +26.7% | +8.5% |
| 6M | +13.1% | +30.8% | -17.7% | +5.3% |
| YTD | +1.8% | +67.0% | -65.2% | -7.6% |
| 1Y | -1.0% | +120.4% | -121.4% | -13.0% |
| All | -1.0% | +119.6% | -120.5% | -13.0% |
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 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