-45.5%
BSX vs MSTZ
-99.2%
+53.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +8.2% | -14.1% | -5.7% |
| 7D | -6.4% | -25.4% | +18.9% | -6.9% |
| 30D | -8.8% | -60.9% | +52.1% | -10.4% |
| 3M | -7.6% | -54.2% | +46.5% | -8.3% |
| 6M | -37.0% | -65.0% | +28.0% | -37.4% |
| YTD | -52.8% | -76.5% | +23.7% | -53.0% |
| 1Y | -58.4% | -23.4% | -35.0% | -56.6% |
| All | -45.5% | -99.2% | +53.7% | -47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling