-99.1%
MSTZ vs BBIO
+174.2%
-273.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -4.7% | +11.3% | +4.1% |
| 7D | +24.8% | -3.9% | +28.7% | +22.4% |
| 30D | -59.2% | -13.4% | -45.8% | -62.4% |
| 3M | -56.9% | +7.6% | -64.4% | -54.3% |
| 6M | -57.6% | -2.4% | -55.1% | -57.1% |
| YTD | -73.6% | -5.2% | -68.4% | -71.4% |
| 1Y | -15.6% | +36.9% | -52.5% | +12.7% |
| All | -99.1% | +174.2% | -273.3% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling