-17.7%
BSX vs MTSI
+221.5%
-239.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.4% | -2.0% |
| 7D | -1.0% | +29.1% | -30.1% | -2.3% |
| 30D | +2.1% | -20.4% | +22.5% | +3.3% |
| 3M | -14.0% | -20.9% | +6.9% | -13.2% |
| 6M | -18.3% | -32.3% | +14.0% | -16.9% |
| YTD | -53.6% | +43.5% | -97.1% | -57.6% |
| 1Y | -57.6% | +43.8% | -101.4% | -61.3% |
| All | -17.7% | +221.5% | -239.2% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling