+684.0%
BLK vs MTSI
+1,308.1%
-624.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -1.0% |
| 7D | -3.6% | +1.4% | -5.0% | -3.9% |
| 30D | -1.0% | +2.1% | -3.1% | -2.1% |
| 3M | +10.4% | -29.7% | +40.1% | +16.6% |
| 6M | +8.2% | +12.5% | -4.4% | +2.6% |
| YTD | +6.0% | +57.0% | -51.0% | -6.7% |
| 1Y | +3.3% | +103.9% | -100.6% | -14.6% |
| 3Y | +70.3% | +223.6% | -153.3% | +24.0% |
| 5Y | +34.5% | +321.6% | -287.1% | -8.7% |
| 10Y | +281.9% | +517.7% | -235.8% | +110.9% |
| All | +684.0% | +1,308.1% | -624.1% | +275.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling