-15.0%
BSX vs MAGS
+187.1%
-202.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.1% |
| 7D | -8.2% | -1.8% | -6.4% | -7.8% |
| 30D | -15.8% | +1.1% | -16.9% | -16.0% |
| 3M | -10.8% | +7.7% | -18.6% | -12.5% |
| 6M | -38.4% | +11.7% | -50.1% | -40.2% |
| YTD | -54.8% | +4.9% | -59.7% | -55.5% |
| 1Y | -59.0% | +14.3% | -73.4% | -60.6% |
| 3Y | -20.0% | +128.9% | -148.9% | -34.2% |
| All | -15.0% | +187.1% | -202.1% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling