+206.9%
BMY vs MTSI
+1,004.6%
-797.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.8% | -12.4% | -2.2% |
| 7D | -0.5% | -10.0% | +9.4% | -0.1% |
| 30D | +4.1% | -37.2% | +41.3% | +6.7% |
| 3M | -2.1% | -30.1% | +27.9% | -0.7% |
| 6M | +12.2% | -31.9% | +44.1% | +13.3% |
| YTD | +20.3% | +23.2% | -2.9% | +15.8% |
| 1Y | +39.2% | +26.4% | +12.8% | +33.6% |
| 3Y | +35.6% | +186.2% | -150.6% | +19.6% |
| 5Y | +28.6% | +187.0% | -158.5% | +11.7% |
| 10Y | +73.9% | +460.4% | -386.5% | +29.9% |
| All | +206.9% | +1,004.6% | -797.7% | +115.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling