+101.6%
BSX vs MOS
+6.2%
+95.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.8% | +1.1% | +2.7% |
| 7D | -0.7% | +19.7% | -20.3% | -3.7% |
| 30D | +3.0% | +21.5% | -18.5% | -0.4% |
| 3M | -10.7% | -0.4% | -10.3% | -11.1% |
| 6M | -18.4% | +4.5% | -22.9% | -19.9% |
| YTD | -53.8% | -2.9% | -50.9% | -54.6% |
| 1Y | -56.0% | -7.7% | -48.3% | -56.4% |
| 3Y | -14.4% | -25.6% | +11.2% | -13.8% |
| 5Y | +2.9% | -31.2% | +34.0% | -0.1% |
| 10Y | +101.6% | +2.8% | +98.7% | +56.0% |
| All | +101.6% | +6.2% | +95.4% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 10y: compounded portfolio wealth divided by compounded MOS 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…
10y analysis · Full analysis span regression · 6 months rolling