-99.1%
MSTZ vs BBIO
+174.0%
-273.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.8% |
| 7D | +17.0% | -3.2% | +20.3% | +15.2% |
| 30D | -61.8% | -13.6% | -48.2% | -64.9% |
| 3M | -54.6% | +7.2% | -61.8% | -52.0% |
| 6M | -59.3% | +1.5% | -60.7% | -57.8% |
| YTD | -74.6% | -5.3% | -69.3% | -72.5% |
| 1Y | -18.8% | +37.7% | -56.5% | +8.6% |
| All | -99.1% | +174.0% | -273.1% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded BBIO 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling