+710.1%
BX vs MOD
+1,005.7%
-295.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +9.9% | -6.1% | +1.7% |
| 7D | +3.3% | -13.9% | +17.2% | +5.5% |
| 30D | +9.6% | -41.5% | +51.1% | +20.9% |
| 3M | -8.7% | -45.7% | +37.1% | +1.9% |
| 6M | +2.2% | -61.1% | +63.3% | +20.4% |
| YTD | -16.2% | -20.5% | +4.3% | -17.8% |
| 1Y | -11.5% | -32.1% | +20.6% | -10.8% |
| 3Y | +41.0% | +146.5% | -105.5% | -1.0% |
| 5Y | +1.1% | +812.7% | -811.6% | -49.3% |
| 10Y | +710.1% | +966.8% | -256.7% | +251.2% |
| All | +710.1% | +1,005.7% | -295.6% | +251.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling