+468.8%
MTSI vs BMRN
-37.6%
+506.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.5% | -5.9% |
| 7D | +10.0% | +2.1% | +7.8% | +9.3% |
| 30D | -20.3% | +3.8% | -24.1% | -21.5% |
| 3M | -24.4% | -16.5% | -7.9% | -20.3% |
| 6M | -39.2% | +6.9% | -46.1% | -42.1% |
| YTD | +35.5% | -3.7% | +39.2% | +32.9% |
| 1Y | +43.0% | +5.6% | +37.5% | +34.3% |
| 3Y | +196.3% | -31.4% | +227.6% | +218.2% |
| 5Y | +210.0% | -30.0% | +240.0% | +218.7% |
| All | +468.8% | -37.6% | +506.4% | +452.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 10y: compounded portfolio wealth divided by compounded BMRN 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…
10y analysis · Full analysis span regression · 6 months rolling