+120.4%
MTSI vs BMRN
+14.5%
+105.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.3% | +4.5% | +4.1% |
| 7D | +11.1% | -3.8% | +14.9% | +10.5% |
| 30D | -3.7% | -6.5% | +2.8% | -4.5% |
| 3M | -20.2% | +11.2% | -31.5% | -18.9% |
| 6M | +30.8% | +5.8% | +25.0% | +33.0% |
| YTD | +67.0% | +8.4% | +58.7% | +70.1% |
| 1Y | +120.4% | +15.7% | +104.8% | +126.0% |
| All | +120.4% | +14.5% | +105.9% | +126.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling