+3.4%
BSX vs MAS
+41.7%
-38.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.4% | +0.9% | -1.9% |
| 7D | +4.6% | +4.6% | 0.0% | +3.7% |
| 30D | +5.8% | +19.9% | -14.1% | +2.0% |
| 3M | -6.5% | +8.9% | -15.4% | -8.2% |
| 6M | -20.3% | +20.2% | -40.4% | -23.5% |
| YTD | -53.2% | +33.9% | -87.1% | -56.4% |
| 1Y | -54.9% | +34.7% | -89.5% | -58.0% |
| 3Y | -15.0% | +60.4% | -75.4% | -27.2% |
| 5Y | +3.4% | +43.5% | -40.0% | -11.3% |
| All | +3.4% | +41.7% | -38.3% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling