+1,002.1%
MTSI vs BMRN
+68.1%
+934.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -32.5% |
| 3M | -23.8% | -17.1% | -6.7% | -19.9% |
| 6M | -37.1% | +5.7% | -42.7% | -39.5% |
| YTD | +32.2% | -3.9% | +36.1% | +30.1% |
| 1Y | +26.9% | +8.5% | +18.5% | +19.0% |
| 3Y | +193.7% | -32.0% | +225.7% | +213.4% |
| 5Y | +218.0% | -29.9% | +248.0% | +228.3% |
| 10Y | +477.8% | -38.9% | +516.7% | +485.0% |
| All | +1,002.1% | +68.1% | +934.0% | +815.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling