-99.3%
MSTZ vs BIIB
+25.3%
-124.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +1.2% |
| 7D | -1.2% | -2.1% | +0.9% | -1.5% |
| 30D | +22.2% | +11.8% | +10.4% | +25.9% |
| 3M | -70.4% | +20.4% | -90.8% | -68.8% |
| 6M | -31.0% | +30.2% | -61.2% | -25.6% |
| YTD | -81.0% | +41.1% | -122.2% | -77.9% |
| 1Y | -61.2% | +58.4% | -119.6% | -52.5% |
| All | -99.3% | +25.3% | -124.7% | -99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling