+788.8%
BNY vs MTSI
+1,208.2%
-419.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.3% | -9.3% | -0.6% |
| 7D | 0.0% | +7.2% | -7.2% | -1.6% |
| 30D | +7.4% | -18.4% | +25.8% | +9.9% |
| 3M | -4.3% | -16.7% | +12.3% | -3.1% |
| 6M | +16.2% | -31.7% | +47.9% | +20.2% |
| YTD | +33.9% | +45.9% | -12.0% | +20.4% |
| 1Y | +39.7% | +47.0% | -7.3% | +25.4% |
| 3Y | +258.0% | +224.1% | +33.9% | +171.9% |
| 5Y | +191.4% | +238.5% | -47.2% | +115.5% |
| 10Y | +322.0% | +512.7% | -190.7% | +150.7% |
| All | +788.8% | +1,208.2% | -419.3% | +367.9% |
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