+612.5%
BSX vs MTSI
+1,004.6%
-392.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +10.8% | -15.1% | -5.7% |
| 7D | +1.8% | -10.0% | +11.8% | +2.8% |
| 30D | +2.8% | -37.2% | +40.0% | +8.4% |
| 3M | -13.3% | -30.1% | +16.8% | -10.6% |
| 6M | -23.7% | -31.9% | +8.2% | -22.1% |
| YTD | -55.2% | +23.2% | -78.3% | -58.5% |
| 1Y | -56.8% | +26.4% | -83.2% | -60.3% |
| 3Y | -19.0% | +186.2% | -205.2% | -36.3% |
| 5Y | -0.9% | +187.0% | -188.0% | -23.7% |
| 10Y | +98.3% | +460.4% | -362.1% | +21.9% |
| All | +612.5% | +1,004.6% | -392.1% | +292.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling