+854.6%
BNY vs MTSI
+1,308.1%
-453.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | +43.8% | +57.0% | -13.3% | +29.7% |
| 1Y | +58.9% | +103.9% | -45.0% | +36.3% |
| 3Y | +290.4% | +223.6% | +66.8% | +200.8% |
| 5Y | +250.1% | +321.6% | -71.5% | +153.5% |
| 10Y | +410.7% | +517.7% | -107.0% | +207.0% |
| All | +854.6% | +1,308.1% | -453.5% | +403.7% |
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