-58.4%
BSX vs MOD
+40.7%
-99.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.2% | -4.7% | -5.9% |
| 7D | -6.4% | +6.3% | -12.8% | -6.3% |
| 30D | -8.8% | -1.7% | -7.1% | -8.8% |
| 3M | -7.6% | -30.1% | +22.5% | -8.3% |
| 6M | -37.0% | +2.7% | -39.7% | -36.6% |
| YTD | -52.8% | +44.1% | -96.9% | -50.5% |
| 1Y | -58.4% | +38.7% | -97.1% | -55.7% |
| All | -58.4% | +40.7% | -99.1% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded MOD 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling