+18.4%
BX vs MOH
-19.7%
+38.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.5% | +2.3% |
| 7D | -5.6% | +1.7% | -7.3% | -5.8% |
| 30D | -12.2% | -0.9% | -11.3% | -12.2% |
| 3M | +7.4% | +5.7% | +1.7% | +6.5% |
| 6M | +22.2% | +39.1% | -17.0% | +17.4% |
| YTD | -14.0% | +17.7% | -31.7% | -16.4% |
| 1Y | -27.3% | +8.4% | -35.7% | -28.7% |
| 3Y | +24.5% | -36.6% | +61.1% | +25.7% |
| All | +18.4% | -19.7% | +38.1% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling