-17.6%
BSX vs MSI
+68.0%
-85.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.2% |
| 7D | -7.0% | -4.0% | -3.1% | -5.9% |
| 30D | -10.9% | -0.5% | -10.4% | -10.8% |
| 3M | -8.2% | +11.4% | -19.6% | -11.1% |
| 6M | -37.5% | +1.0% | -38.4% | -38.0% |
| YTD | -52.8% | +20.7% | -73.5% | -55.5% |
| 1Y | -58.4% | -2.7% | -55.7% | -58.1% |
| All | -17.6% | +68.0% | -85.6% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling