+113.3%
BSX vs MS
+549.7%
-436.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | +3.7% | +5.1% | -1.4% | +1.9% |
| 30D | +3.1% | +5.7% | -2.6% | +0.9% |
| 3M | -14.2% | -12.2% | -2.1% | -10.4% |
| 6M | -16.4% | -0.5% | -15.9% | -17.3% |
| YTD | -53.5% | +9.8% | -63.3% | -56.1% |
| 1Y | -57.8% | +17.7% | -75.5% | -61.3% |
| 3Y | -17.4% | +176.8% | -194.3% | -48.1% |
| 5Y | +5.4% | +123.7% | -118.3% | -29.3% |
| All | +113.3% | +549.7% | -436.5% | -7.4% |
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