+228.3%
MTSI vs BIIB
-7.5%
+235.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -1.4% |
| 7D | +29.1% | +2.7% | +26.4% | +28.6% |
| 30D | -20.4% | +9.4% | -29.8% | -21.6% |
| 3M | -20.9% | +19.9% | -40.8% | -23.6% |
| 6M | -32.3% | +25.6% | -57.9% | -35.6% |
| YTD | +43.5% | +42.3% | +1.2% | +31.9% |
| 1Y | +43.8% | +55.1% | -11.3% | +29.3% |
| 3Y | +218.8% | +11.4% | +207.3% | +204.6% |
| 5Y | +228.3% | -7.4% | +235.7% | +216.8% |
| All | +228.3% | -7.5% | +235.8% | +216.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling