+34.2%
BMY vs MTSI
+181.3%
-147.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.8% | -12.4% | -1.2% |
| 7D | -0.5% | -10.0% | +9.4% | -0.8% |
| 30D | +4.1% | -37.2% | +41.3% | +3.0% |
| 3M | -3.1% | -30.1% | +26.9% | -3.8% |
| 6M | +11.0% | -31.9% | +42.9% | +9.8% |
| YTD | +19.1% | +23.2% | -4.1% | +18.0% |
| 1Y | +37.8% | +26.4% | +11.4% | +36.4% |
| 3Y | +34.2% | +186.2% | -152.0% | +26.5% |
| All | +34.2% | +181.3% | -147.1% | +26.5% |
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