+30.3%
NBIX vs MSTZ
-99.1%
+129.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.5% | -0.3% |
| 7D | +0.4% | +17.0% | -16.7% | +0.9% |
| 30D | -0.2% | -61.8% | +61.6% | -2.6% |
| 3M | -4.0% | -54.6% | +50.6% | -5.1% |
| 6M | +20.6% | -59.3% | +79.8% | +19.6% |
| YTD | +10.1% | -74.6% | +84.7% | +9.1% |
| 1Y | +8.8% | -18.8% | +27.6% | +13.6% |
| All | +30.3% | -99.1% | +129.5% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 all: compounded portfolio wealth divided by compounded MSTZ 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…
all analysis · Full analysis span regression · 6 months rolling