-1.4%
BSX vs MOS
-32.4%
+31.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.4% | -4.2% |
| 7D | +1.8% | +21.6% | -19.8% | 0.0% |
| 30D | +2.8% | +12.0% | -9.2% | +1.6% |
| 3M | -13.3% | -3.9% | -9.4% | -13.3% |
| 6M | -23.7% | -3.3% | -20.3% | -23.9% |
| YTD | -55.2% | -4.6% | -50.5% | -55.5% |
| 1Y | -56.8% | -7.0% | -49.9% | -57.1% |
| 3Y | -19.0% | -24.4% | +5.4% | -18.9% |
| All | -1.4% | -32.4% | +31.0% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling