+83.7%
BSX vs MOD
+1,504.3%
-1,420.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.2% | -4.7% | -5.8% |
| 7D | -6.4% | +6.3% | -12.8% | -7.1% |
| 30D | -8.8% | -1.7% | -7.1% | -8.7% |
| 3M | -7.6% | -30.1% | +22.5% | -4.5% |
| 6M | -37.0% | +2.7% | -39.7% | -38.3% |
| YTD | -52.8% | +44.1% | -96.9% | -56.1% |
| 1Y | -58.4% | +38.7% | -97.1% | -61.5% |
| 3Y | -16.5% | +309.8% | -326.3% | -37.9% |
| 5Y | -1.2% | +1,569.7% | -1,570.9% | -44.0% |
| 10Y | +83.7% | +1,520.5% | -1,436.7% | -6.9% |
| All | +83.7% | +1,504.3% | -1,420.5% | -6.9% |
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