+898.5%
BSX vs MOS
+46.7%
+851.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.4% | -4.3% |
| 7D | +1.8% | +21.6% | -19.8% | -1.5% |
| 30D | +2.8% | +12.0% | -9.2% | +0.7% |
| 3M | -13.3% | -3.9% | -9.4% | -13.1% |
| 6M | -23.7% | -3.3% | -20.3% | -24.1% |
| YTD | -55.2% | -4.6% | -50.5% | -55.7% |
| 1Y | -56.8% | -7.0% | -49.9% | -57.3% |
| 3Y | -19.0% | -24.4% | +5.4% | -18.7% |
| 5Y | -0.9% | -32.1% | +31.2% | -2.3% |
| 10Y | +98.3% | +10.3% | +88.0% | +65.3% |
| All | +898.5% | +46.7% | +851.8% | +632.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling