-15.3%
BSX vs MAGS
+190.0%
-205.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | -10.1% | +0.6% | -10.7% | -10.2% |
| 30D | -16.4% | +3.2% | -19.6% | -17.0% |
| 3M | -8.9% | +7.7% | -16.6% | -10.6% |
| 6M | -38.3% | +12.5% | -50.7% | -40.2% |
| YTD | -54.9% | +6.0% | -60.9% | -55.7% |
| 1Y | -58.8% | +14.4% | -73.2% | -60.4% |
| 3Y | -21.2% | +127.5% | -148.8% | -35.2% |
| All | -15.3% | +190.0% | -205.3% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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