+967.7%
BX vs MOD
+827.3%
+140.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.4% | -2.3% |
| 7D | -4.4% | +9.6% | -14.0% | -6.9% |
| 30D | +0.1% | 0.0% | +0.1% | -0.3% |
| 3M | +16.0% | -35.4% | +51.4% | +28.6% |
| 6M | +21.6% | -7.3% | +28.9% | +19.1% |
| YTD | -8.9% | +45.8% | -54.7% | -23.0% |
| 1Y | -16.6% | +43.1% | -59.8% | -30.5% |
| 3Y | +43.3% | +297.7% | -254.3% | -19.6% |
| 5Y | +25.7% | +1,478.8% | -1,453.1% | -56.2% |
| 10Y | +689.5% | +1,633.4% | -943.9% | +106.5% |
| All | +967.7% | +827.3% | +140.4% | +162.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling