+471.4%
MTSI vs BIIB
-18.3%
+489.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.6% | +6.4% | +8.5% |
| 7D | +3.5% | +2.4% | +1.2% | +3.3% |
| 30D | -30.3% | +12.9% | -43.2% | -32.0% |
| 3M | -26.0% | +22.6% | -48.6% | -29.2% |
| 6M | -36.1% | +31.7% | -67.8% | -40.2% |
| YTD | +34.3% | +44.8% | -10.5% | +22.5% |
| 1Y | +35.3% | +63.9% | -28.6% | +19.9% |
| 3Y | +217.6% | +13.5% | +204.2% | +200.3% |
| 5Y | +210.1% | -5.6% | +215.7% | +199.6% |
| 10Y | +471.4% | -20.3% | +491.7% | +350.6% |
| All | +471.4% | -18.3% | +489.7% | +350.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling