-59.8%
MSTZ vs BMRN
+4.1%
-63.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.0% | +5.2% |
| 7D | +30.8% | +2.1% | +28.6% | +31.4% |
| 30D | +41.2% | +3.8% | +37.4% | +42.9% |
| 3M | -60.9% | -16.5% | -44.4% | -62.2% |
| 6M | -15.7% | +6.9% | -22.5% | -11.1% |
| YTD | -75.2% | -3.7% | -71.5% | -74.3% |
| 1Y | -59.8% | +5.6% | -65.3% | -55.3% |
| All | -59.8% | +4.1% | -63.8% | -55.3% |
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