+33.8%
BLK vs MTSI
+331.9%
-298.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -2.4% |
| 7D | -2.4% | +4.9% | -7.3% | -3.6% |
| 30D | -3.1% | -11.6% | +8.5% | -0.6% |
| 3M | +10.7% | -24.1% | +34.7% | +16.5% |
| 6M | +15.9% | +32.4% | -16.5% | +1.9% |
| YTD | +4.0% | +60.4% | -56.4% | -14.4% |
| 1Y | +1.3% | +111.0% | -109.7% | -24.5% |
| 3Y | +69.6% | +246.1% | -176.6% | -1.5% |
| 5Y | +33.8% | +340.3% | -306.5% | -35.0% |
| All | +33.8% | +331.9% | -298.1% | -35.0% |
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