+234.3%
MTSI vs BMRN
-26.7%
+261.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | +1.4% | +2.9% | -1.5% | +1.1% |
| 30D | +2.1% | +11.0% | -9.0% | +0.9% |
| 3M | -29.7% | +17.8% | -47.5% | -31.1% |
| 6M | +12.5% | +10.1% | +2.4% | +11.2% |
| YTD | +57.0% | +11.9% | +45.1% | +54.4% |
| 1Y | +103.9% | +17.2% | +86.7% | +98.0% |
| All | +234.3% | -26.7% | +261.0% | +240.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling