+91.2%
BSX vs MA
+507.5%
-416.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.3% |
| 7D | -7.0% | -3.5% | -3.5% | -5.2% |
| 30D | -10.9% | +0.8% | -11.7% | -11.4% |
| 3M | -8.2% | +14.8% | -23.0% | -14.8% |
| 6M | -37.5% | +10.0% | -47.5% | -41.0% |
| YTD | -52.8% | -0.1% | -52.7% | -53.3% |
| 1Y | -58.4% | -2.2% | -56.2% | -58.5% |
| 3Y | -16.5% | +39.3% | -55.8% | -32.4% |
| 5Y | -1.0% | +66.3% | -67.3% | -29.7% |
| 10Y | +91.2% | +513.2% | -422.0% | -38.3% |
| All | +91.2% | +507.5% | -416.2% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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