+91.2%
BSX vs MS
+792.2%
-700.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -7.0% | +1.7% | -8.7% | -7.6% |
| 30D | -10.9% | 0.0% | -10.9% | -10.9% |
| 3M | -8.2% | +3.0% | -11.2% | -9.7% |
| 6M | -37.5% | +35.7% | -73.1% | -44.8% |
| YTD | -52.8% | +23.3% | -76.2% | -57.1% |
| 1Y | -58.4% | +44.7% | -103.1% | -64.6% |
| 3Y | -16.5% | +178.0% | -194.5% | -46.9% |
| 5Y | -1.0% | +143.2% | -144.2% | -34.9% |
| 10Y | +91.2% | +803.2% | -712.0% | -25.4% |
| All | +91.2% | +792.2% | -700.9% | -25.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling