-58.4%
BSX vs MOS
-15.9%
-42.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.6% | -8.5% | -5.8% |
| 7D | -6.4% | +7.1% | -13.5% | -6.3% |
| 30D | -8.8% | +15.0% | -23.8% | -8.4% |
| 3M | -7.6% | +24.1% | -31.7% | -7.0% |
| 6M | -37.0% | +2.7% | -39.7% | -36.6% |
| YTD | -52.8% | +12.2% | -65.0% | -53.0% |
| 1Y | -58.4% | -16.3% | -42.1% | -58.4% |
| All | -58.4% | -15.9% | -42.5% | -58.4% |
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