+44.5%
BMY vs MTSI
+226.9%
-182.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.3% | -10.1% | +0.5% |
| 7D | -2.0% | +7.2% | -9.2% | -1.7% |
| 30D | +9.3% | -18.4% | +27.7% | +8.9% |
| 3M | -0.1% | -16.7% | +16.6% | -0.2% |
| 6M | +15.5% | -31.7% | +47.2% | +14.9% |
| YTD | +21.8% | +45.9% | -24.1% | +21.4% |
| 1Y | +34.9% | +47.0% | -12.1% | +34.4% |
| All | +44.5% | +226.9% | -182.4% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling