-93.8%
MSTU vs BIIB
+51.4%
-145.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.4% |
| 7D | -16.6% | -1.7% | -14.9% | -16.2% |
| 30D | +69.7% | +4.0% | +65.7% | +68.9% |
| 3M | -7.5% | +8.6% | -16.1% | -10.0% |
| 6M | -43.1% | +14.0% | -57.1% | -47.1% |
| YTD | -63.0% | +23.4% | -86.4% | -67.2% |
| 1Y | -93.8% | +45.9% | -139.7% | -95.4% |
| All | -93.8% | +51.4% | -145.1% | -95.4% |
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