+898.5%
BSX vs MOD
+762.1%
+136.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +5.7% | -9.9% | -5.1% |
| 7D | +1.8% | -25.5% | +27.4% | +5.8% |
| 30D | +2.8% | -49.0% | +51.8% | +12.9% |
| 3M | -13.3% | -49.8% | +36.5% | -4.9% |
| 6M | -23.7% | -64.8% | +41.1% | -12.8% |
| YTD | -55.2% | -27.6% | -27.5% | -55.3% |
| 1Y | -56.8% | -35.2% | -21.6% | -56.5% |
| 3Y | -19.0% | +137.1% | -156.2% | -39.3% |
| 5Y | -0.9% | +760.3% | -761.2% | -44.0% |
| 10Y | +98.3% | +938.8% | -840.5% | -6.0% |
| All | +898.5% | +762.1% | +136.5% | +268.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling