+679.5%
BX vs MOS
+11.1%
+668.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.3% |
| 7D | -2.0% | +7.1% | -9.0% | -3.7% |
| 30D | -2.3% | +15.0% | -17.4% | -6.0% |
| 3M | +18.5% | +24.1% | -5.6% | +11.1% |
| 6M | +23.7% | +2.7% | +21.0% | +20.3% |
| YTD | -10.4% | +12.2% | -22.5% | -15.3% |
| 1Y | -19.6% | -16.3% | -3.3% | -18.1% |
| 3Y | +30.8% | -23.3% | +54.1% | +32.7% |
| 5Y | +24.3% | -4.2% | +28.5% | +14.3% |
| 10Y | +679.5% | +12.6% | +666.9% | +516.8% |
| All | +679.5% | +11.1% | +668.4% | +516.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 10y: compounded portfolio wealth divided by compounded MOS 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…
10y analysis · Full analysis span regression · 6 months rolling