+28.6%
BMY vs MTSI
+183.3%
-154.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.8% | -12.4% | -1.4% |
| 7D | -0.5% | -10.0% | +9.4% | -0.7% |
| 30D | +4.1% | -37.2% | +41.3% | +3.5% |
| 3M | -2.1% | -30.1% | +27.9% | -2.5% |
| 6M | +12.2% | -31.9% | +44.1% | +11.5% |
| YTD | +20.3% | +23.2% | -2.9% | +19.2% |
| 1Y | +39.2% | +26.4% | +12.8% | +37.8% |
| 3Y | +35.6% | +186.2% | -150.6% | +33.0% |
| All | +28.6% | +183.3% | -154.7% | +22.5% |
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 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