+60.1%
BMY vs MTSI
+465.0%
-405.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.6% | +7.4% | +2.0% |
| 7D | +2.1% | +10.0% | -7.9% | +1.6% |
| 30D | +7.0% | -20.3% | +27.3% | +7.9% |
| 3M | -0.9% | -24.4% | +23.6% | -0.1% |
| 6M | +14.9% | -39.2% | +54.1% | +16.8% |
| YTD | +22.8% | +35.5% | -12.7% | +18.0% |
| 1Y | +36.2% | +43.0% | -6.8% | +30.4% |
| 3Y | +45.7% | +196.3% | -150.6% | +30.0% |
| 5Y | +31.3% | +210.0% | -178.8% | +15.2% |
| All | +60.1% | +465.0% | -405.0% | +22.9% |
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