-30.2%
MSTZ vs BIIB
+55.8%
-86.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.3% | +2.2% |
| 7D | -29.7% | +1.1% | -30.8% | -29.5% |
| 30D | -65.3% | +6.9% | -72.2% | -64.7% |
| 3M | -57.3% | +12.4% | -69.7% | -55.9% |
| 6M | -61.6% | +16.3% | -77.9% | -59.2% |
| YTD | -78.3% | +25.5% | -103.8% | -73.6% |
| 1Y | -30.2% | +57.8% | -88.0% | +9.7% |
| All | -30.2% | +55.8% | -86.0% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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