+252.0%
BNY vs MTSI
+359.4%
-107.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -1.0% |
| 7D | +0.3% | +11.1% | -10.8% | -1.7% |
| 30D | +1.9% | -3.7% | +5.6% | +2.3% |
| 3M | +13.9% | -20.2% | +34.1% | +17.4% |
| 6M | +42.3% | +30.8% | +11.5% | +30.3% |
| YTD | +41.7% | +67.0% | -25.3% | +21.9% |
| 1Y | +57.8% | +120.4% | -62.6% | +26.1% |
| 3Y | +290.4% | +260.4% | +30.0% | +157.7% |
| 5Y | +252.0% | +356.3% | -104.3% | +98.0% |
| All | +252.0% | +359.4% | -107.4% | +98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling