+679.5%
BX vs MOD
+1,504.3%
-824.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | -2.0% | +6.3% | -8.3% | -3.3% |
| 30D | -2.3% | -1.7% | -0.6% | -2.2% |
| 3M | +18.5% | -30.1% | +48.6% | +26.3% |
| 6M | +23.7% | +2.7% | +21.0% | +19.1% |
| YTD | -10.4% | +44.1% | -54.4% | -21.1% |
| 1Y | -19.6% | +38.7% | -58.3% | -29.6% |
| 3Y | +30.8% | +309.8% | -279.0% | -16.3% |
| 5Y | +24.3% | +1,569.7% | -1,545.4% | -44.3% |
| 10Y | +679.5% | +1,520.5% | -841.0% | +191.0% |
| All | +679.5% | +1,504.3% | -824.8% | +191.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded MOD 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling