-93.8%
MSTU vs BMRN
+20.6%
-114.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.5% |
| 7D | -16.6% | -1.3% | -15.3% | -16.1% |
| 30D | +69.7% | -6.5% | +76.2% | +74.1% |
| 3M | -7.5% | +18.3% | -25.7% | -16.2% |
| 6M | -43.1% | +8.9% | -52.0% | -46.3% |
| YTD | -63.0% | +10.5% | -73.6% | -65.6% |
| 1Y | -93.8% | +17.5% | -111.3% | -93.8% |
| All | -93.8% | +20.6% | -114.4% | -93.8% |
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