+406.7%
BNY vs MTSI
+561.3%
-154.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -1.3% | +2.2% | -3.5% | -1.7% |
| 30D | -0.2% | -11.5% | +11.4% | +1.6% |
| 3M | +14.9% | -26.6% | +41.6% | +19.6% |
| 6M | +40.0% | +23.5% | +16.5% | +32.0% |
| YTD | +42.0% | +60.5% | -18.5% | +27.2% |
| 1Y | +56.9% | +109.7% | -52.9% | +33.4% |
| 3Y | +289.9% | +247.8% | +42.0% | +194.5% |
| 5Y | +259.2% | +328.4% | -69.2% | +157.0% |
| All | +406.7% | +561.3% | -154.6% | +188.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling