-99.1%
MSTZ vs BMRN
-9.1%
-90.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.3% |
| 7D | -23.6% | -3.8% | -19.7% | -25.3% |
| 30D | -60.7% | -6.5% | -54.2% | -62.1% |
| 3M | -58.3% | +11.2% | -69.5% | -55.5% |
| 6M | -60.0% | +5.8% | -65.8% | -58.0% |
| YTD | -75.2% | +8.4% | -83.6% | -73.5% |
| 1Y | -19.9% | +15.7% | -35.5% | -6.5% |
| All | -99.1% | -9.1% | -90.0% | -99.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling