+203.8%
BMY vs MTSI
+1,004.6%
-800.8%
-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 | -3.1% | -30.1% | +26.9% | -1.7% |
| 6M | +11.0% | -31.9% | +42.9% | +12.1% |
| YTD | +19.1% | +23.2% | -4.1% | +14.6% |
| 1Y | +37.8% | +26.4% | +11.4% | +32.2% |
| 3Y | +34.2% | +186.2% | -152.0% | +18.3% |
| 5Y | +27.2% | +187.0% | -159.8% | +10.5% |
| 10Y | +72.1% | +460.4% | -388.3% | +28.5% |
| All | +203.8% | +1,004.6% | -800.8% | +113.4% |
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 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