+112.6%
BSX vs MSI
+663.2%
-550.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.6% |
| 7D | -1.0% | +2.6% | -3.6% | -2.1% |
| 30D | +2.1% | +18.1% | -16.1% | -5.7% |
| 3M | -14.0% | +13.2% | -27.2% | -19.0% |
| 6M | -18.3% | +36.3% | -54.6% | -29.6% |
| YTD | -53.6% | +39.5% | -93.2% | -60.9% |
| 1Y | -57.6% | +36.9% | -94.4% | -63.9% |
| 3Y | -14.3% | +76.1% | -90.4% | -37.0% |
| 5Y | +5.1% | +123.7% | -118.6% | -33.2% |
| All | +112.6% | +663.2% | -550.6% | -19.4% |
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