+1,016.5%
BSX vs MAS
+1,117.1%
-100.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.3% |
| 7D | +2.0% | -0.8% | +2.8% | +2.2% |
| 30D | +0.1% | -5.6% | +5.7% | +1.6% |
| 3M | -2.1% | +4.4% | -6.6% | -3.9% |
| 6M | -33.8% | +7.2% | -41.0% | -35.6% |
| YTD | -49.9% | +16.1% | -66.0% | -52.6% |
| 1Y | -55.4% | +0.1% | -55.5% | -56.3% |
| 3Y | -10.9% | +28.3% | -39.2% | -20.3% |
| 5Y | +6.4% | +30.5% | -24.1% | -7.1% |
| 10Y | +97.0% | +139.1% | -42.1% | +42.4% |
| All | +1,016.5% | +1,117.1% | -100.6% | +425.5% |
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