+95.3%
BSX vs MTSI
+516.2%
-420.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.7% | +1.3% |
| 7D | +2.0% | +1.4% | +0.7% | +1.8% |
| 30D | +0.1% | +2.1% | -2.0% | -0.6% |
| 3M | -2.1% | -29.7% | +27.6% | +1.9% |
| 6M | -33.8% | +12.5% | -46.3% | -36.6% |
| YTD | -49.9% | +57.0% | -106.9% | -54.6% |
| 1Y | -55.4% | +103.9% | -159.4% | -61.6% |
| 3Y | -10.9% | +223.6% | -234.4% | -30.8% |
| 5Y | +6.4% | +321.6% | -315.1% | -22.7% |
| All | +95.3% | +516.2% | -420.9% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 10y: compounded portfolio wealth divided by compounded MTSI 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…
10y analysis · Full analysis span regression · 6 months rolling