-1.4%
BSX vs MAS
+39.2%
-40.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.9% | -2.3% | -3.8% |
| 7D | +1.8% | +2.0% | -0.1% | +1.5% |
| 30D | +2.8% | +19.4% | -16.6% | -0.7% |
| 3M | -13.3% | +9.4% | -22.7% | -14.9% |
| 6M | -23.7% | +15.3% | -39.0% | -26.2% |
| YTD | -55.2% | +31.3% | -86.5% | -58.1% |
| 1Y | -56.8% | +34.9% | -91.7% | -59.9% |
| 3Y | -19.0% | +58.6% | -77.6% | -30.6% |
| All | -1.4% | +39.2% | -40.5% | -15.2% |
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 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