-34.4%
MOS vs BIIB
-7.5%
-26.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.4% | +0.5% |
| 7D | -2.0% | +2.0% | -4.0% | -2.3% |
| 30D | +15.3% | +8.8% | +6.5% | +13.3% |
| 3M | +1.5% | +20.3% | -18.8% | -2.3% |
| 6M | -2.0% | +23.9% | -25.9% | -6.6% |
| YTD | -6.5% | +44.0% | -50.5% | -14.0% |
| 1Y | -11.1% | +53.8% | -64.9% | -19.4% |
| 3Y | -30.3% | +13.8% | -44.1% | -34.1% |
| All | -34.4% | -7.5% | -26.9% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling