-3.5%
MSFU vs NBIX
+16.6%
-20.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +0.7% | +12.7% | +13.4% |
| 7D | +8.2% | +14.1% | -5.9% | +6.3% |
| 30D | +10.2% | +15.1% | -5.0% | +8.2% |
| 3M | +22.9% | 0.0% | +22.9% | +21.9% |
| 6M | +63.2% | +23.9% | +39.3% | +63.2% |
| YTD | +11.7% | +17.1% | -5.3% | +12.3% |
| 1Y | -3.5% | +16.0% | -19.5% | -3.6% |
| All | -3.5% | +16.6% | -20.1% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NBIX.
Daily Out/Under-Performance
Portfolio return minus NBIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NBIX 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 1y: compounded portfolio wealth divided by compounded NBIX 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…
1y analysis · Full analysis span regression · 6 months rolling