+85.8%
MSFU vs BIIB
+29.7%
+56.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.1% | -4.8% | -4.8% |
| 7D | -12.7% | -0.4% | -12.2% | -12.5% |
| 30D | -9.0% | +10.5% | -19.5% | -10.7% |
| 3M | +2.9% | +24.3% | -21.4% | -1.1% |
| 6M | +43.5% | +28.0% | +15.5% | +36.6% |
| YTD | -2.4% | +44.0% | -46.4% | -9.8% |
| 1Y | -13.5% | +58.8% | -72.3% | -21.9% |
| 3Y | +19.2% | +12.7% | +6.5% | +13.1% |
| All | +85.8% | +29.7% | +56.1% | +77.5% |
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