+674.8%
BX vs MOD
+911.6%
-236.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -6.0% | -1.5% |
| 7D | +1.8% | -25.5% | +27.3% | +7.2% |
| 30D | +7.9% | -49.0% | +56.9% | +22.6% |
| 3M | -9.6% | -49.8% | +40.2% | +2.5% |
| 6M | -2.3% | -64.8% | +62.5% | +17.6% |
| YTD | -19.3% | -27.6% | +8.4% | -19.2% |
| 1Y | -13.2% | -35.2% | +22.0% | -11.8% |
| 3Y | +33.8% | +137.1% | -103.3% | -5.3% |
| 5Y | 0.0% | +760.3% | -760.3% | -49.1% |
| All | +674.8% | +911.6% | -236.8% | +232.8% |
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