+0.6%
MOS vs BIIB
-20.9%
+21.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +5.5% | -0.4% | +5.9% | +5.5% |
| 30D | +21.0% | +10.5% | +10.5% | +19.0% |
| 3M | -0.5% | +24.3% | -24.7% | -4.0% |
| 6M | +6.6% | +28.0% | -21.4% | +2.0% |
| YTD | -2.8% | +44.0% | -46.8% | -9.0% |
| 1Y | -8.1% | +58.8% | -66.9% | -15.4% |
| 3Y | -25.6% | +12.7% | -38.3% | -28.5% |
| 5Y | -29.8% | -4.9% | -24.8% | -31.7% |
| 10Y | +0.6% | -20.6% | +21.2% | -11.0% |
| All | +0.6% | -20.9% | +21.4% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 10y: compounded portfolio wealth divided by compounded BIIB 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…
10y analysis · Full analysis span regression · 6 months rolling