-17.4%
BSX vs MUB
+9.9%
-27.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | +3.7% | -1.3% | +5.0% | +4.6% |
| 30D | +3.1% | +2.2% | +0.9% | +1.7% |
| 3M | -14.2% | -1.6% | -12.6% | -13.6% |
| 6M | -16.4% | -1.3% | -15.2% | -16.0% |
| YTD | -53.5% | -0.7% | -52.8% | -53.3% |
| 1Y | -57.8% | -0.2% | -57.6% | -57.6% |
| 3Y | -17.4% | +9.6% | -27.1% | -23.4% |
| All | -17.4% | +9.9% | -27.4% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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