+663.4%
MSI vs BIIB
-20.7%
+684.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | +3.2% | +2.0% | +1.2% | +3.0% |
| 30D | +17.6% | +8.8% | +8.8% | +16.5% |
| 3M | +14.5% | +20.3% | -5.8% | +12.2% |
| 6M | +34.3% | +23.9% | +10.4% | +30.9% |
| YTD | +39.7% | +44.0% | -4.3% | +33.7% |
| 1Y | +40.2% | +53.8% | -13.7% | +33.1% |
| 3Y | +77.1% | +13.8% | +63.3% | +72.2% |
| 5Y | +124.0% | -6.3% | +130.3% | +119.7% |
| All | +663.4% | -20.7% | +684.1% | +626.7% |
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