+25.8%
BMY vs MTSI
+320.9%
-295.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.3% | -1.8% |
| 7D | +0.4% | +1.4% | -1.0% | +0.4% |
| 30D | +5.0% | +2.1% | +2.9% | +5.0% |
| 3M | +19.4% | -29.7% | +49.1% | +19.2% |
| 6M | +9.5% | +12.5% | -3.0% | +8.8% |
| YTD | +28.1% | +57.0% | -29.0% | +27.1% |
| 1Y | +50.0% | +103.9% | -53.9% | +48.7% |
| 3Y | +24.1% | +223.6% | -199.5% | +21.8% |
| All | +25.8% | +320.9% | -295.1% | +19.1% |
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 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