-23.7%
BSX vs MOS
-2.0%
-21.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.4% | -4.2% |
| 7D | +1.8% | +21.6% | -19.8% | +1.3% |
| 30D | +2.8% | +12.0% | -9.2% | +1.6% |
| 3M | -13.3% | -3.9% | -9.4% | -15.5% |
| 6M | -23.7% | -3.3% | -20.3% | -26.9% |
| All | -23.7% | -2.0% | -21.6% | -26.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling