+920.9%
BSX vs MS
+5,088.7%
-4,167.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -4.1% |
| 7D | +1.8% | -1.6% | +3.4% | +2.3% |
| 30D | +2.8% | -3.8% | +6.6% | +3.8% |
| 3M | -13.3% | -14.6% | +1.3% | -9.6% |
| 6M | -23.7% | -5.1% | -18.6% | -23.2% |
| YTD | -55.2% | +4.5% | -59.7% | -56.4% |
| 1Y | -56.8% | +13.5% | -70.4% | -59.0% |
| 3Y | -19.0% | +160.4% | -179.5% | -40.2% |
| 5Y | -0.9% | +112.9% | -113.8% | -23.5% |
| 10Y | +98.3% | +633.4% | -535.1% | +5.4% |
| All | +920.9% | +5,088.7% | -4,167.9% | +102.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling