+94.0%
BSX vs MAS
+213.7%
-119.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.9% | -2.3% | -3.6% |
| 7D | +1.8% | +2.0% | -0.1% | +1.3% |
| 30D | +2.8% | +19.4% | -16.6% | -2.7% |
| 3M | -13.3% | +9.4% | -22.7% | -15.8% |
| 6M | -23.7% | +15.3% | -39.0% | -27.7% |
| YTD | -55.2% | +31.3% | -86.5% | -59.7% |
| 1Y | -56.8% | +34.9% | -91.7% | -61.6% |
| 3Y | -19.0% | +58.6% | -77.6% | -35.2% |
| 5Y | -0.9% | +40.7% | -41.6% | -19.0% |
| All | +94.0% | +213.7% | -119.7% | +12.2% |
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