-87.5%
MSTU vs BIIB
+6.4%
-93.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.2% |
| 7D | +12.9% | -5.4% | +18.3% | +14.8% |
| 30D | +68.3% | +1.7% | +66.6% | +68.4% |
| 3M | +0.4% | +5.8% | -5.5% | -1.9% |
| 6M | -41.5% | +11.9% | -53.5% | -45.0% |
| YTD | -61.7% | +19.7% | -81.5% | -64.8% |
| 1Y | -93.7% | +46.7% | -140.4% | -94.7% |
| All | -87.5% | +6.4% | -93.9% | -86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling