+113.3%
BSX vs MOD
+1,079.7%
-966.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +27.9% | -27.5% | -2.6% |
| 7D | +3.7% | +40.4% | -36.7% | -0.3% |
| 30D | +3.1% | -14.0% | +17.1% | +3.8% |
| 3M | -14.2% | -33.3% | +19.1% | -11.4% |
| 6M | -16.4% | -51.4% | +35.0% | -11.4% |
| YTD | -53.5% | +1.6% | -55.1% | -55.6% |
| 1Y | -57.8% | +5.4% | -63.1% | -60.1% |
| 3Y | -17.4% | +191.0% | -208.4% | -36.9% |
| 5Y | +5.4% | +1,093.1% | -1,087.7% | -38.9% |
| All | +113.3% | +1,079.7% | -966.4% | +8.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling