-93.8%
MSTU vs NBIX
+10.4%
-104.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.7% |
| 7D | -16.6% | +0.4% | -17.0% | -16.8% |
| 30D | +69.7% | -0.2% | +69.9% | +69.4% |
| 3M | -7.5% | -4.0% | -3.5% | -5.2% |
| 6M | -43.1% | +20.6% | -63.7% | -52.1% |
| YTD | -63.0% | +10.1% | -73.2% | -67.0% |
| 1Y | -93.8% | +8.8% | -102.6% | -94.6% |
| All | -93.8% | +10.4% | -104.2% | -94.6% |
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