+59.2%
BNY vs MTSI
+108.0%
-48.8%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.8% | +0.4% |
| 7D | -1.1% | +4.8% | -5.9% | -1.4% |
| 30D | +1.4% | -9.2% | +10.6% | +2.0% |
| 3M | +16.8% | -23.1% | +39.9% | +18.1% |
| 6M | +42.0% | +23.5% | +18.5% | +35.5% |
| YTD | +41.9% | +59.1% | -17.1% | +31.8% |
| 1Y | +59.2% | +106.9% | -47.7% | +44.0% |
| All | +59.2% | +108.0% | -48.8% | +44.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling