-27.5%
MOS vs BIIB
+13.5%
-41.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +17.9% |
| 3M | -0.5% | +24.3% | -24.7% | -6.1% |
| 6M | +6.6% | +28.0% | -21.4% | -0.8% |
| YTD | -2.8% | +44.0% | -46.8% | -13.3% |
| 1Y | -8.1% | +58.8% | -66.9% | -20.9% |
| All | -27.5% | +13.5% | -41.0% | -32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling