+1,016.5%
BSX vs MOD
+1,706.3%
-689.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.3% | -2.5% | +1.1% |
| 7D | +2.0% | +9.6% | -7.5% | +0.5% |
| 30D | +0.1% | 0.0% | +0.1% | 0.0% |
| 3M | -2.1% | -35.4% | +33.2% | +3.7% |
| 6M | -33.8% | -7.3% | -26.5% | -34.6% |
| YTD | -49.9% | +45.8% | -95.7% | -54.5% |
| 1Y | -55.4% | +43.1% | -98.6% | -60.0% |
| 3Y | -10.9% | +297.7% | -308.5% | -37.6% |
| 5Y | +6.4% | +1,478.8% | -1,472.3% | -44.6% |
| 10Y | +97.0% | +1,633.4% | -1,536.4% | -12.2% |
| All | +1,016.5% | +1,706.3% | -689.8% | +272.3% |
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 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