+41.9%
BLK vs MTSI
+208.2%
-166.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.0% | -6.0% | +1.0% |
| 7D | +4.1% | +3.5% | +0.6% | +2.7% |
| 30D | +12.2% | -30.3% | +42.5% | +20.3% |
| 3M | +7.4% | -26.0% | +33.4% | +12.4% |
| 6M | +13.2% | -36.1% | +49.3% | +20.6% |
| YTD | +15.4% | +34.3% | -18.9% | -3.1% |
| 1Y | +14.6% | +35.3% | -20.6% | -4.3% |
| 3Y | +99.2% | +217.6% | -118.4% | +13.9% |
| 5Y | +41.9% | +210.1% | -168.2% | -26.0% |
| All | +41.9% | +208.2% | -166.3% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling