+28.9%
MTSI vs BIIB
+64.0%
-35.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.6% | +6.4% | +9.4% |
| 7D | +3.5% | +2.4% | +1.2% | +3.8% |
| 30D | -30.3% | +12.9% | -43.2% | -28.4% |
| 3M | -26.0% | +22.6% | -48.6% | -23.0% |
| 6M | -36.1% | +31.7% | -67.8% | -33.0% |
| YTD | +34.3% | +44.8% | -10.5% | +40.9% |
| All | +28.9% | +64.0% | -35.1% | +36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling