+932.4%
BSX vs MOD
+846.7%
+85.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.5% | -2.0% |
| 7D | -1.0% | +16.1% | -17.1% | -3.4% |
| 30D | +2.1% | -38.5% | +40.6% | +8.9% |
| 3M | -14.0% | -46.8% | +32.8% | -6.6% |
| 6M | -18.3% | -61.6% | +43.3% | -7.9% |
| YTD | -53.6% | -20.5% | -33.1% | -54.4% |
| 1Y | -57.6% | -28.0% | -29.5% | -57.9% |
| 3Y | -14.3% | +134.9% | -149.2% | -35.5% |
| 5Y | +5.1% | +833.2% | -828.1% | -41.4% |
| 10Y | +105.6% | +834.8% | -729.2% | -0.2% |
| All | +932.4% | +846.7% | +85.7% | +274.9% |
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 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