+76.3%
MSFU vs BMRN
-25.2%
+101.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.3% | -4.2% |
| 7D | -5.7% | +2.9% | -8.6% | -6.3% |
| 30D | +4.2% | +11.0% | -6.9% | +1.6% |
| 3M | +27.9% | +17.8% | +10.1% | +23.0% |
| 6M | +37.1% | +10.1% | +27.0% | +33.4% |
| YTD | -7.4% | +11.9% | -19.3% | -10.4% |
| 1Y | -19.6% | +17.2% | -36.8% | -23.4% |
| 3Y | +33.2% | -28.5% | +61.7% | +39.7% |
| All | +76.3% | -25.2% | +101.5% | +73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling