+29.0%
BMY vs MTSI
+231.3%
-202.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -1.0% |
| 7D | -1.3% | +29.1% | -30.4% | -0.8% |
| 30D | +10.0% | -20.4% | +30.4% | +9.8% |
| 3M | -1.2% | -20.9% | +19.8% | -1.2% |
| 6M | +12.8% | -32.3% | +45.1% | +12.5% |
| YTD | +20.7% | +43.5% | -22.8% | +19.9% |
| 1Y | +32.6% | +43.8% | -11.2% | +31.7% |
| 3Y | +41.8% | +218.8% | -176.9% | +39.6% |
| 5Y | +29.0% | +228.3% | -199.4% | +23.4% |
| All | +29.0% | +231.3% | -202.3% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling