+4,231.8%
MSI vs BIIB
+8,346.7%
-4,114.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.3% |
| 3M | +14.5% | +20.3% | -5.8% | +11.9% |
| 6M | +34.3% | +23.9% | +10.4% | +30.4% |
| YTD | +39.7% | +44.0% | -4.3% | +32.8% |
| 1Y | +40.2% | +53.8% | -13.7% | +32.1% |
| 3Y | +77.1% | +13.8% | +63.3% | +71.5% |
| 5Y | +124.0% | -6.3% | +130.3% | +119.6% |
| 10Y | +665.5% | -20.6% | +686.1% | +620.0% |
| All | +4,231.8% | +8,346.7% | -4,114.8% | +2,193.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling