+48.3%
MSFU vs BMRN
+7.1%
+41.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +1.5% |
| 7D | -4.9% | +1.0% | -6.0% | -5.2% |
| 30D | -9.1% | +4.3% | -13.3% | -10.0% |
| 3M | +8.7% | -19.3% | +28.0% | +14.6% |
| 6M | +48.3% | +7.2% | +41.1% | +42.8% |
| All | +48.3% | +7.1% | +41.2% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 6mo: compounded portfolio wealth divided by compounded BMRN 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…
6mo analysis · Full analysis span regression · 6 months rolling