+109.9%
BSX vs MAS
+217.4%
-107.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.8% | +0.9% |
| 7D | -1.5% | -1.8% | +0.3% | -0.9% |
| 30D | +2.9% | +23.6% | -20.6% | -3.7% |
| 3M | -11.8% | +12.4% | -24.3% | -15.1% |
| 6M | -15.4% | +21.9% | -37.3% | -21.3% |
| YTD | -52.7% | +36.1% | -88.8% | -58.0% |
| 1Y | -56.0% | +39.5% | -95.5% | -61.3% |
| 3Y | -12.5% | +59.1% | -71.6% | -29.8% |
| 5Y | +7.6% | +44.4% | -36.9% | -12.6% |
| 10Y | +109.9% | +217.0% | -107.1% | +21.1% |
| All | +109.9% | +217.4% | -107.5% | +21.1% |
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