+789.4%
BNY vs MTSI
+1,186.7%
-397.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.3% |
| 7D | +3.6% | +29.1% | -25.5% | -0.8% |
| 30D | +8.8% | -20.4% | +29.2% | +11.8% |
| 3M | -5.8% | -20.9% | +15.1% | -3.8% |
| 6M | +15.5% | -32.3% | +47.7% | +19.5% |
| YTD | +33.9% | +43.5% | -9.5% | +20.8% |
| 1Y | +38.0% | +43.8% | -5.8% | +24.3% |
| 3Y | +258.2% | +218.8% | +39.5% | +172.8% |
| 5Y | +191.1% | +228.3% | -37.2% | +116.3% |
| 10Y | +322.3% | +502.6% | -180.4% | +151.6% |
| All | +789.4% | +1,186.7% | -397.3% | +369.4% |
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