-42.1%
BSX vs MSTU
-85.2%
+43.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +5.0% | +1.9% |
| 7D | +2.0% | +21.3% | -19.3% | +1.5% |
| 30D | +0.1% | +90.8% | -90.7% | -1.9% |
| 3M | -2.1% | -6.8% | +4.6% | -2.8% |
| 6M | -33.8% | -39.8% | +6.0% | -33.8% |
| YTD | -49.9% | -55.7% | +5.8% | -49.8% |
| 1Y | -55.4% | -92.7% | +37.2% | -53.0% |
| All | -42.1% | -85.2% | +43.1% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 all: compounded portfolio wealth divided by compounded MSTU 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…
all analysis · Full analysis span regression · 6 months rolling