-88.4%
MSTU vs BIIB
+8.7%
-97.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.2% | -9.0% | -7.4% |
| 7D | -22.0% | -4.0% | -18.0% | -21.1% |
| 30D | +60.3% | +5.7% | +54.6% | +58.7% |
| 3M | -3.7% | +10.9% | -14.6% | -7.3% |
| 6M | -45.2% | +14.3% | -59.5% | -48.8% |
| YTD | -64.3% | +22.4% | -86.7% | -67.4% |
| 1Y | -94.0% | +51.1% | -145.1% | -95.1% |
| All | -88.4% | +8.7% | -97.1% | -87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling