-17.6%
BSX vs MOD
+290.9%
-308.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.1% |
| 7D | -7.0% | +3.6% | -10.6% | -7.2% |
| 30D | -10.9% | -2.6% | -8.3% | -10.8% |
| 3M | -8.2% | -33.1% | +25.0% | -6.5% |
| 6M | -37.5% | -7.5% | -30.0% | -37.8% |
| YTD | -52.8% | +39.3% | -92.1% | -54.4% |
| 1Y | -58.4% | +34.3% | -92.7% | -60.0% |
| All | -17.6% | +290.9% | -308.5% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling