+44.8%
MOS vs BIIB
+7,261.0%
-7,216.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.1% | +1.6% |
| 7D | +9.5% | +1.1% | +8.5% | +9.4% |
| 30D | +10.4% | +6.9% | +3.6% | +9.6% |
| 3M | +12.9% | +12.4% | +0.5% | +11.2% |
| 6M | +1.2% | +16.3% | -15.0% | -0.8% |
| YTD | +9.3% | +25.5% | -16.2% | +6.1% |
| 1Y | -18.0% | +57.8% | -75.8% | -22.6% |
| 3Y | -29.0% | -17.3% | -11.7% | -28.3% |
| 5Y | -9.6% | -33.8% | +24.2% | -7.5% |
| 10Y | +6.1% | -29.6% | +35.6% | +2.9% |
| All | +44.8% | +7,261.0% | -7,216.2% | -12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling