-56.4%
BSX vs MOS
-8.6%
-47.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.8% | +1.1% | +2.9% |
| 7D | -0.7% | +19.7% | -20.3% | -1.2% |
| 30D | +3.0% | +21.5% | -18.5% | +2.5% |
| 3M | -10.7% | -0.4% | -10.3% | -11.6% |
| 6M | -18.4% | +4.5% | -22.9% | -19.0% |
| YTD | -53.8% | -2.9% | -50.9% | -54.8% |
| All | -56.4% | -8.6% | -47.7% | -57.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling