-11.3%
BSX vs MAGS
+186.6%
-198.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -5.8% |
| 7D | -6.4% | +1.2% | -7.7% | -6.7% |
| 30D | -8.8% | -0.1% | -8.7% | -8.8% |
| 3M | -7.6% | +3.8% | -11.5% | -8.6% |
| 6M | -37.0% | +13.2% | -50.2% | -39.1% |
| YTD | -52.8% | +4.7% | -57.5% | -53.5% |
| 1Y | -58.4% | +14.4% | -72.8% | -60.0% |
| 3Y | -16.5% | +128.6% | -145.1% | -31.3% |
| All | -11.3% | +186.6% | -198.0% | -30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling