+3,707.0%
MSI vs BIIB
+7,261.0%
-3,554.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.7% |
| 7D | -3.7% | +1.1% | -4.8% | -3.8% |
| 30D | +6.8% | +6.9% | 0.0% | +5.9% |
| 3M | +14.3% | +12.4% | +1.9% | +12.5% |
| 6M | -1.6% | +16.3% | -17.8% | -3.7% |
| YTD | +22.8% | +25.5% | -2.7% | +18.8% |
| 1Y | -1.1% | +57.8% | -58.9% | -7.2% |
| 3Y | +70.5% | -17.3% | +87.8% | +71.7% |
| 5Y | +102.8% | -33.8% | +136.6% | +107.3% |
| 10Y | +597.4% | -29.6% | +627.0% | +565.5% |
| All | +3,707.0% | +7,261.0% | -3,554.0% | +1,951.2% |
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