+1,016.5%
BSX vs MOS
+68.2%
+948.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.6% |
| 7D | +2.0% | +9.5% | -7.5% | +0.5% |
| 30D | +0.1% | +10.4% | -10.3% | -1.6% |
| 3M | -2.1% | +12.9% | -15.0% | -4.6% |
| 6M | -33.8% | +1.2% | -35.0% | -34.8% |
| YTD | -49.9% | +9.3% | -59.2% | -51.4% |
| 1Y | -55.4% | -18.0% | -37.5% | -54.8% |
| 3Y | -10.9% | -29.0% | +18.2% | -9.3% |
| 5Y | +6.4% | -9.6% | +16.0% | 0.0% |
| 10Y | +97.0% | +6.1% | +91.0% | +65.8% |
| All | +1,016.5% | +68.2% | +948.3% | +704.3% |
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