-65.1%
MSTZ vs BMRN
+8.7%
-73.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.6% | -12.2% | -9.0% |
| 7D | +0.7% | +2.0% | -1.3% | +1.3% |
| 30D | +16.6% | -0.7% | +17.3% | +16.8% |
| 3M | -74.7% | -5.9% | -68.8% | -74.7% |
| 6M | -43.9% | +3.0% | -46.9% | -41.6% |
| YTD | -84.0% | -3.9% | -80.2% | -83.4% |
| 1Y | -65.1% | +8.8% | -73.9% | -60.5% |
| All | -65.1% | +8.7% | -73.8% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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