+340.3%
MTSI vs BMRN
-16.8%
+357.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.0% | +2.8% |
| 7D | +4.9% | -0.3% | +5.2% | +4.9% |
| 30D | -11.6% | +1.3% | -12.9% | -12.2% |
| 3M | -24.1% | +14.3% | -38.3% | -26.9% |
| 6M | +32.4% | +5.7% | +26.7% | +29.5% |
| YTD | +60.4% | +8.7% | +51.7% | +55.0% |
| 1Y | +111.0% | +14.6% | +96.3% | +99.2% |
| 3Y | +246.1% | -28.3% | +274.5% | +268.9% |
| 5Y | +340.3% | -15.7% | +356.1% | +322.6% |
| All | +340.3% | -16.8% | +357.1% | +322.6% |
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