+45.6%
BMY vs MTSI
+59.5%
-14.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.0% |
| 7D | +6.0% | -10.7% | +16.6% | +5.4% |
| 30D | +9.1% | -29.0% | +38.1% | +7.9% |
| 3M | -2.6% | -14.7% | +12.1% | -3.1% |
| 6M | +13.1% | -20.1% | +33.2% | +10.4% |
| YTD | +23.0% | +36.1% | -13.1% | +18.8% |
| 1Y | +45.6% | +61.7% | -16.2% | +38.7% |
| All | +45.6% | +59.5% | -14.0% | +38.7% |
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