+83.7%
BSX vs MOS
+11.1%
+72.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.6% | -8.5% | -6.3% |
| 7D | -6.4% | +7.1% | -13.5% | -7.5% |
| 30D | -8.8% | +15.0% | -23.8% | -11.0% |
| 3M | -7.6% | +24.1% | -31.7% | -11.4% |
| 6M | -37.0% | +2.7% | -39.7% | -38.0% |
| YTD | -52.8% | +12.2% | -65.0% | -54.5% |
| 1Y | -58.4% | -16.3% | -42.1% | -57.9% |
| 3Y | -16.5% | -23.3% | +6.8% | -15.9% |
| 5Y | -1.2% | -4.2% | +3.0% | -10.3% |
| 10Y | +83.7% | +12.6% | +71.2% | +44.1% |
| All | +83.7% | +11.1% | +72.7% | +44.1% |
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