+855.4%
BNY vs MTSI
+1,308.1%
-452.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -0.3% |
| 7D | +1.4% | +1.4% | +0.1% | +1.2% |
| 30D | +3.8% | +2.1% | +1.8% | +3.0% |
| 3M | +14.9% | -29.7% | +44.6% | +20.3% |
| 6M | +40.3% | +12.5% | +27.8% | +34.5% |
| YTD | +43.9% | +57.0% | -13.1% | +29.8% |
| 1Y | +59.0% | +103.9% | -44.9% | +36.4% |
| 3Y | +290.7% | +223.6% | +67.2% | +201.0% |
| 5Y | +250.4% | +321.6% | -71.2% | +153.7% |
| 10Y | +411.2% | +517.7% | -106.6% | +207.3% |
| All | +855.4% | +1,308.1% | -452.7% | +404.1% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling