+54.5%
BSX vs MGY
+210.4%
-155.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -10.1% | +3.5% | -13.6% | -10.7% |
| 30D | -16.4% | +5.3% | -21.7% | -17.2% |
| 3M | -8.9% | +2.6% | -11.5% | -9.6% |
| 6M | -38.3% | -3.3% | -35.0% | -38.3% |
| YTD | -54.9% | +29.2% | -84.1% | -57.3% |
| 1Y | -58.8% | +18.0% | -76.8% | -60.4% |
| 3Y | -21.2% | +30.0% | -51.2% | -27.1% |
| 5Y | -3.3% | +92.7% | -96.0% | -20.9% |
| All | +54.5% | +210.4% | -155.9% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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