+71.2%
MSFU vs BIIB
+10.2%
+61.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.1% |
| 7D | -6.9% | -4.0% | -2.9% | -6.2% |
| 30D | -5.1% | +5.7% | -10.8% | -6.1% |
| 3M | +44.6% | +10.9% | +33.7% | +41.6% |
| 6M | +32.8% | +14.3% | +18.5% | +28.8% |
| YTD | -10.1% | +22.4% | -32.5% | -14.3% |
| 1Y | -19.4% | +51.1% | -70.4% | -27.2% |
| 3Y | +26.2% | -16.8% | +43.0% | +27.7% |
| All | +71.2% | +10.2% | +61.0% | +68.7% |
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