+581.1%
MTSI vs BMRN
-33.1%
+614.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.3% | +4.5% | +4.2% |
| 7D | +11.1% | -3.8% | +14.9% | +12.5% |
| 30D | -3.7% | -6.5% | +2.8% | -1.7% |
| 3M | -20.2% | +11.2% | -31.5% | -23.9% |
| 6M | +30.8% | +5.8% | +25.0% | +26.0% |
| YTD | +67.0% | +8.4% | +58.7% | +58.4% |
| 1Y | +120.4% | +15.7% | +104.8% | +101.6% |
| 3Y | +260.4% | -28.6% | +289.0% | +284.0% |
| 5Y | +356.3% | -19.6% | +375.9% | +348.6% |
| 10Y | +581.1% | -31.5% | +612.6% | +510.1% |
| All | +581.1% | -33.1% | +614.1% | +510.1% |
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