+81.0%
BSX vs MSI
+605.3%
-524.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -10.1% | -0.4% | -9.7% | -9.9% |
| 30D | -16.4% | -0.8% | -15.7% | -16.2% |
| 3M | -8.9% | +13.9% | -22.8% | -14.5% |
| 6M | -38.3% | +1.3% | -39.6% | -39.0% |
| YTD | -54.9% | +22.3% | -77.2% | -59.5% |
| 1Y | -58.8% | -3.9% | -55.0% | -58.6% |
| 3Y | -21.2% | +69.9% | -91.1% | -41.4% |
| 5Y | -3.3% | +103.8% | -107.1% | -35.7% |
| All | +81.0% | +605.3% | -524.3% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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