+183.6%
MTSI vs BMRN
-33.2%
+216.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.2% | +11.0% | +10.9% |
| 7D | -10.0% | -4.2% | -5.7% | -9.2% |
| 30D | -37.2% | +1.5% | -38.7% | -37.5% |
| 3M | -30.1% | -8.8% | -21.2% | -29.3% |
| 6M | -31.9% | +2.6% | -34.5% | -33.6% |
| YTD | +23.2% | -5.7% | +28.9% | +22.2% |
| 1Y | +26.4% | +8.1% | +18.3% | +19.5% |
| 3Y | +186.2% | -26.5% | +212.6% | +193.1% |
| All | +183.6% | -33.2% | +216.8% | +190.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling