+58.2%
BMY vs MTSI
+454.4%
-396.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.1% |
| 7D | +1.8% | -3.8% | +5.6% | +1.8% |
| 30D | +6.2% | -31.4% | +37.6% | +7.9% |
| 3M | -2.1% | -23.8% | +21.6% | -1.4% |
| 6M | +14.3% | -37.1% | +51.3% | +15.8% |
| YTD | +21.6% | +32.2% | -10.6% | +17.1% |
| 1Y | +38.8% | +26.9% | +11.9% | +33.8% |
| 3Y | +42.9% | +193.7% | -150.8% | +27.6% |
| 5Y | +30.1% | +218.0% | -188.0% | +13.8% |
| 10Y | +58.2% | +477.8% | -419.6% | +22.6% |
| All | +58.2% | +454.4% | -396.2% | +22.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling