+113.3%
BSX vs MSI
+664.3%
-551.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.2% |
| 7D | +3.7% | +3.2% | +0.5% | +2.2% |
| 30D | +3.1% | +17.6% | -14.5% | -4.5% |
| 3M | -14.2% | +14.5% | -28.7% | -19.6% |
| 6M | -16.4% | +34.3% | -50.7% | -27.5% |
| YTD | -53.5% | +39.7% | -93.2% | -60.8% |
| 1Y | -57.8% | +40.2% | -97.9% | -64.4% |
| 3Y | -17.4% | +77.1% | -94.6% | -39.5% |
| 5Y | +5.4% | +124.0% | -118.7% | -33.0% |
| All | +113.3% | +664.3% | -551.1% | -19.2% |
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