+7.6%
MOS vs BIIB
-14.6%
+22.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.2% |
| 7D | +21.6% | -2.1% | +23.7% | +22.0% |
| 30D | +12.0% | +11.8% | +0.2% | +9.9% |
| 3M | -3.9% | +20.4% | -24.3% | -6.9% |
| 6M | -3.3% | +30.2% | -33.6% | -7.8% |
| YTD | -4.6% | +41.1% | -45.8% | -10.5% |
| 1Y | -7.0% | +58.4% | -65.4% | -14.4% |
| 3Y | -24.4% | -0.1% | -24.3% | -26.1% |
| 5Y | -32.1% | -10.9% | -21.2% | -33.4% |
| All | +7.6% | -14.6% | +22.2% | -0.5% |
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