-57.6%
BSX vs MSI
+36.2%
-93.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.8% |
| 7D | -1.0% | +2.6% | -3.6% | -1.7% |
| 30D | +2.1% | +18.1% | -16.1% | -2.9% |
| 3M | -14.0% | +13.2% | -27.2% | -17.2% |
| 6M | -18.3% | +36.3% | -54.6% | -25.0% |
| YTD | -53.6% | +39.5% | -93.2% | -55.1% |
| 1Y | -57.6% | +36.9% | -94.4% | -58.9% |
| All | -57.6% | +36.2% | -93.7% | -58.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling