-88.4%
MSTU vs BMRN
-7.6%
-80.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.7% | -8.5% | -7.8% |
| 7D | -22.0% | -1.4% | -20.6% | -21.3% |
| 30D | +60.3% | -5.8% | +66.1% | +65.7% |
| 3M | -3.7% | +16.6% | -20.3% | -14.5% |
| 6M | -45.2% | +7.6% | -52.8% | -48.5% |
| YTD | -64.3% | +10.2% | -74.5% | -67.5% |
| 1Y | -94.0% | +20.2% | -114.2% | -94.9% |
| All | -88.4% | -7.6% | -80.8% | -86.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling