-19.6%
MSFU vs BIIB
+55.8%
-75.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.5% | -4.2% |
| 7D | -5.7% | +1.1% | -6.8% | -5.7% |
| 30D | +4.2% | +6.9% | -2.7% | +4.3% |
| 3M | +27.9% | +12.4% | +15.5% | +28.5% |
| 6M | +37.1% | +16.3% | +20.9% | +37.6% |
| YTD | -7.4% | +25.5% | -32.9% | -6.3% |
| 1Y | -19.6% | +57.8% | -77.4% | -17.1% |
| All | -19.6% | +55.8% | -75.4% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling