+942.7%
BSX vs MAS
+1,303.4%
-360.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.4% | +0.9% | -1.6% |
| 7D | +4.6% | +4.6% | 0.0% | +3.4% |
| 30D | +5.8% | +19.9% | -14.1% | +0.7% |
| 3M | -6.5% | +8.9% | -15.4% | -8.7% |
| 6M | -20.3% | +20.2% | -40.4% | -24.7% |
| YTD | -53.2% | +33.9% | -87.1% | -57.5% |
| 1Y | -54.9% | +34.7% | -89.5% | -59.1% |
| 3Y | -15.0% | +60.4% | -75.4% | -28.5% |
| 5Y | +3.4% | +43.5% | -40.0% | -11.8% |
| 10Y | +107.1% | +226.7% | -119.6% | +37.9% |
| All | +942.7% | +1,303.4% | -360.7% | +372.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling