+38.6%
BSX vs MOH
+1,358.8%
-1,320.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.7% |
| 7D | -10.1% | +1.7% | -11.8% | -10.4% |
| 30D | -16.4% | -0.9% | -15.5% | -16.3% |
| 3M | -8.9% | +5.7% | -14.6% | -10.3% |
| 6M | -38.3% | +39.1% | -77.4% | -42.8% |
| YTD | -54.9% | +17.7% | -72.6% | -57.3% |
| 1Y | -58.8% | +8.4% | -67.2% | -60.7% |
| 3Y | -21.2% | -36.6% | +15.3% | -19.8% |
| 5Y | -3.3% | -19.1% | +15.8% | -7.7% |
| 10Y | +82.8% | +262.8% | -180.0% | +21.6% |
| All | +38.6% | +1,358.8% | -1,320.2% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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