+710.1%
BX vs MOS
+6.2%
+704.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.8% | +2.0% | +3.3% |
| 7D | +3.3% | +19.7% | -16.4% | -1.6% |
| 30D | +9.6% | +21.5% | -11.9% | +3.7% |
| 3M | -8.7% | -0.4% | -8.3% | -9.3% |
| 6M | +2.2% | +4.5% | -2.3% | -0.5% |
| YTD | -16.2% | -2.9% | -13.3% | -18.3% |
| 1Y | -11.5% | -7.7% | -3.8% | -12.8% |
| 3Y | +41.0% | -25.6% | +66.7% | +43.4% |
| 5Y | +1.1% | -31.2% | +32.2% | +1.4% |
| 10Y | +710.1% | +2.8% | +707.3% | +536.7% |
| All | +710.1% | +6.2% | +704.0% | +536.7% |
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