-87.2%
MSTU vs BIIB
+68.6%
-155.8%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.2% | +8.1% | +10.3% |
| 7D | -4.8% | +4.3% | -9.1% | -4.9% |
| 30D | -29.6% | +13.8% | -43.4% | -30.1% |
| 3M | +69.4% | +22.1% | +47.3% | +68.2% |
| 6M | -62.2% | +35.9% | -98.2% | -63.9% |
| YTD | -61.1% | +44.6% | -105.7% | -62.7% |
| 1Y | -87.2% | +70.4% | -157.6% | -88.2% |
| All | -87.2% | +68.6% | -155.8% | -88.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling