-99.2%
MSTZ vs BIIB
+26.4%
-125.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -1.2% | +14.0% | +12.5% |
| 7D | +25.6% | +2.7% | +22.9% | +26.4% |
| 30D | +50.6% | +9.4% | +41.1% | +54.2% |
| 3M | -64.5% | +19.9% | -84.4% | -62.6% |
| 6M | -14.0% | +25.6% | -39.7% | -9.1% |
| YTD | -76.4% | +42.3% | -118.7% | -72.4% |
| 1Y | -56.2% | +55.1% | -111.4% | -47.0% |
| All | -99.2% | +26.4% | -125.6% | -99.1% |
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