-53.6%
BSX vs MSTZ
-63.1%
+9.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -9.6% | +14.9% | +5.3% |
| 7D | +8.0% | +0.7% | +7.3% | +8.0% |
| 30D | +8.1% | +16.6% | -8.5% | +8.2% |
| 3M | -6.7% | -74.7% | +68.0% | -7.2% |
| 6M | -19.4% | -43.9% | +24.5% | -19.5% |
| YTD | -51.9% | -84.0% | +32.1% | -51.9% |
| 1Y | -53.6% | -65.1% | +11.5% | -54.6% |
| All | -53.6% | -63.1% | +9.4% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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