+72.2%
MSFU vs BIIB
+8.7%
+63.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | -1.6% |
| 7D | -3.2% | -1.6% | -1.5% | -2.9% |
| 30D | -3.1% | +2.2% | -5.3% | -3.5% |
| 3M | +35.3% | +10.3% | +24.9% | +32.5% |
| 6M | +31.6% | +14.9% | +16.6% | +27.5% |
| YTD | -9.5% | +20.7% | -30.3% | -13.6% |
| 1Y | -18.4% | +50.3% | -68.8% | -26.3% |
| 3Y | +26.9% | -18.0% | +44.9% | +28.8% |
| All | +72.2% | +8.7% | +63.5% | +70.1% |
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 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