-53.6%
BSX vs MS
+22.2%
-75.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.2% | +1.1% | +5.5% |
| 7D | +8.0% | +2.6% | +5.3% | +8.0% |
| 30D | +8.1% | +2.6% | +5.5% | +8.2% |
| 3M | -6.7% | -10.1% | +3.4% | -7.1% |
| 6M | -19.4% | +4.4% | -23.8% | -20.2% |
| YTD | -51.9% | +11.7% | -63.7% | -52.7% |
| 1Y | -53.6% | +20.9% | -74.6% | -55.2% |
| All | -53.6% | +22.2% | -75.8% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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