-8.5%
BX vs MOH
+53.5%
-62.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +8.9% | -2.7% | +6.3% |
| 7D | +8.3% | +14.3% | -6.0% | +8.5% |
| 30D | +13.5% | +16.7% | -3.1% | +13.9% |
| 3M | -7.6% | +18.3% | -25.9% | -7.1% |
| 6M | +4.0% | +15.8% | -11.8% | +4.3% |
| YTD | -15.2% | +30.5% | -45.6% | -13.3% |
| 1Y | -8.5% | +49.3% | -57.7% | -9.0% |
| All | -8.5% | +53.5% | -62.0% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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