+477.8%
MTSI vs BMRN
-38.4%
+516.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -3.8% | +2.6% | -6.5% | -4.5% |
| 30D | -31.4% | +4.3% | -35.6% | -32.6% |
| 3M | -23.8% | -17.1% | -6.7% | -19.4% |
| 6M | -37.1% | +5.7% | -42.7% | -39.9% |
| YTD | +32.2% | -3.9% | +36.1% | +29.8% |
| 1Y | +26.9% | +8.5% | +18.5% | +17.7% |
| 3Y | +193.7% | -32.0% | +225.7% | +216.4% |
| 5Y | +218.0% | -29.9% | +248.0% | +226.7% |
| 10Y | +477.8% | -38.9% | +516.7% | +461.4% |
| All | +477.8% | -38.4% | +516.2% | +461.4% |
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