+0.4%
BX vs MOD
+1,086.9%
-1,086.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +27.9% | -26.5% | -4.7% |
| 7D | +0.6% | +40.4% | -39.8% | -7.5% |
| 30D | +14.2% | -14.0% | +28.2% | +15.8% |
| 3M | -18.7% | -33.3% | +14.6% | -13.0% |
| 6M | +2.5% | -51.4% | +53.9% | +16.3% |
| YTD | -18.8% | +1.6% | -20.4% | -26.4% |
| 1Y | -10.3% | +5.4% | -15.7% | -20.4% |
| 3Y | +35.4% | +191.0% | -155.6% | -20.9% |
| All | +0.4% | +1,086.9% | -1,086.5% | -67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling