+104.3%
BSX vs MAS
+219.2%
-114.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +2.0% |
| 7D | +2.8% | +3.6% | -0.8% | +1.7% |
| 30D | +4.6% | +23.8% | -19.2% | -2.2% |
| 3M | -11.4% | +14.4% | -25.8% | -15.1% |
| 6M | -17.1% | +19.7% | -36.9% | -22.4% |
| YTD | -53.1% | +36.0% | -89.1% | -58.4% |
| 1Y | -55.7% | +40.4% | -96.1% | -61.1% |
| 3Y | -13.3% | +58.9% | -72.2% | -30.5% |
| 5Y | +5.3% | +44.5% | -39.2% | -14.5% |
| 10Y | +104.3% | +214.8% | -110.5% | +17.6% |
| All | +104.3% | +219.2% | -114.9% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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