-87.2%
MSTU vs NBIX
+16.6%
-103.8%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.7% | +9.6% | +10.0% |
| 7D | -4.8% | +14.1% | -18.9% | -9.8% |
| 30D | -29.6% | +15.1% | -44.7% | -33.5% |
| 3M | +69.4% | 0.0% | +69.4% | +69.6% |
| 6M | -62.2% | +23.9% | -86.1% | -66.6% |
| YTD | -61.1% | +17.1% | -78.1% | -65.4% |
| 1Y | -87.2% | +16.0% | -103.1% | -88.8% |
| All | -87.2% | +16.6% | -103.8% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NBIX.
Daily Out/Under-Performance
Portfolio return minus NBIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NBIX 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 NBIX 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