-92.7%
MSTU vs BMRN
+12.9%
-105.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.3% | -3.2% |
| 7D | +21.3% | +2.9% | +18.5% | +19.7% |
| 30D | +90.8% | +11.0% | +79.8% | +80.4% |
| 3M | -6.8% | +17.8% | -24.6% | -15.7% |
| 6M | -39.8% | +10.1% | -49.9% | -43.6% |
| YTD | -55.7% | +11.9% | -67.6% | -59.1% |
| 1Y | -92.7% | +17.2% | -109.9% | -92.8% |
| All | -92.7% | +12.9% | -105.6% | -92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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