-88.4%
MSTU vs BBIO
+174.2%
-262.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -4.7% | -2.1% | -4.3% |
| 7D | -22.0% | -3.9% | -18.2% | -20.4% |
| 30D | +60.3% | -13.4% | +73.7% | +72.3% |
| 3M | -3.7% | +7.6% | -11.3% | -9.2% |
| 6M | -45.2% | -2.4% | -42.7% | -45.9% |
| YTD | -64.3% | -5.2% | -59.1% | -64.1% |
| 1Y | -94.0% | +36.9% | -130.9% | -95.0% |
| All | -88.4% | +174.2% | -262.6% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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