-14.5%
BX vs MOD
-30.7%
+16.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.8% |
| 7D | -1.1% | +16.1% | -17.2% | -2.0% |
| 30D | +8.8% | -38.5% | +47.3% | +12.7% |
| 3M | -18.3% | -46.8% | +28.6% | -14.3% |
| 6M | -1.5% | -61.6% | +60.1% | +6.4% |
| YTD | -19.9% | -20.5% | +0.6% | -21.0% |
| 1Y | -14.5% | -28.0% | +13.5% | -15.0% |
| All | -14.5% | -30.7% | +16.2% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling