+883.5%
BX vs MOH
+867.5%
+16.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.2% | -6.0% | -3.7% |
| 7D | -8.9% | -1.3% | -7.6% | -8.6% |
| 30D | -14.8% | +3.0% | -17.7% | -15.7% |
| 3M | +6.9% | +1.2% | +5.7% | +5.6% |
| 6M | +16.3% | +41.7% | -25.4% | +3.1% |
| YTD | -16.1% | +15.4% | -31.5% | -22.8% |
| 1Y | -26.8% | +11.8% | -38.6% | -32.7% |
| 3Y | +22.4% | -37.5% | +59.9% | +24.5% |
| 5Y | +16.0% | -20.6% | +36.7% | +7.5% |
| 10Y | +646.9% | +255.8% | +391.1% | +271.5% |
| All | +883.5% | +867.5% | +16.0% | +107.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling