+1,041.5%
BSX vs MS
+6,088.6%
-5,047.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +2.0% | +1.4% | +0.7% | +1.6% |
| 30D | +0.1% | -0.3% | +0.4% | +0.1% |
| 3M | -2.1% | +0.3% | -2.4% | -2.7% |
| 6M | -33.8% | +31.3% | -65.1% | -39.1% |
| YTD | -49.9% | +24.7% | -74.5% | -53.4% |
| 1Y | -55.4% | +47.9% | -103.4% | -60.7% |
| 3Y | -10.9% | +178.3% | -189.2% | -35.3% |
| 5Y | +6.4% | +144.9% | -138.5% | -20.9% |
| 10Y | +97.0% | +804.5% | -707.5% | -1.0% |
| All | +1,041.5% | +6,088.6% | -5,047.1% | +116.5% |
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