-55.5%
MSTZ vs BIIB
+63.0%
-118.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.6% | +8.3% | +7.6% |
| 7D | +21.1% | +1.7% | +19.4% | +21.2% |
| 30D | +40.1% | +12.2% | +27.9% | +41.4% |
| 3M | -66.1% | +22.3% | -88.3% | -65.6% |
| 6M | -20.7% | +30.9% | -51.6% | -18.2% |
| YTD | -78.6% | +43.9% | -122.5% | -74.7% |
| 1Y | -55.5% | +62.1% | -117.6% | -49.0% |
| All | -55.5% | +63.0% | -118.4% | -49.0% |
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