+94.0%
BSX vs MAS
+214.9%
-120.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -3.7% |
| 7D | +1.8% | +2.4% | -0.5% | +1.2% |
| 30D | +2.8% | +19.8% | -17.0% | -2.8% |
| 3M | -13.3% | +9.8% | -23.1% | -15.9% |
| 6M | -23.7% | +15.8% | -39.4% | -27.7% |
| YTD | -55.2% | +31.8% | -87.0% | -59.8% |
| 1Y | -56.8% | +35.4% | -92.2% | -61.7% |
| 3Y | -19.0% | +59.2% | -78.3% | -35.3% |
| 5Y | -0.9% | +41.2% | -42.2% | -19.1% |
| All | +94.0% | +214.9% | -120.9% | +12.1% |
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