+15.4%
BLK vs MTSI
+41.9%
-26.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.3% | -10.0% | -0.5% |
| 7D | +0.2% | +7.2% | -7.0% | -0.7% |
| 30D | +13.1% | -18.4% | +31.6% | +14.3% |
| 3M | +7.3% | -16.7% | +24.0% | +7.8% |
| 6M | +14.6% | -31.7% | +46.3% | +17.3% |
| YTD | +16.5% | +45.9% | -29.4% | +2.7% |
| 1Y | +15.4% | +47.0% | -31.6% | +0.5% |
| All | +15.4% | +41.9% | -26.5% | +0.5% |
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