+846.1%
BX vs MOD
+358.1%
+488.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -6.0% | -1.9% |
| 7D | +1.8% | -25.5% | +27.3% | +9.0% |
| 30D | +7.9% | -49.0% | +56.9% | +27.5% |
| 3M | -9.6% | -49.8% | +40.2% | +6.5% |
| 6M | -2.3% | -64.8% | +62.5% | +24.1% |
| YTD | -19.3% | -27.6% | +8.4% | -19.1% |
| 1Y | -13.2% | -35.2% | +22.0% | -11.3% |
| 3Y | +33.8% | +137.1% | -103.3% | -15.1% |
| 5Y | 0.0% | +760.3% | -760.3% | -59.5% |
| 10Y | +685.4% | +938.8% | -253.4% | +129.7% |
| All | +846.1% | +358.1% | +488.0% | +176.6% |
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