-11.6%
BX vs MOS
-7.8%
-3.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.3% |
| 7D | +3.7% | +24.8% | -21.1% | +2.4% |
| 30D | +8.2% | +22.7% | -14.4% | +7.0% |
| 3M | -12.7% | -1.2% | -11.5% | -13.2% |
| 6M | +1.0% | +5.5% | -4.6% | -0.1% |
| YTD | -17.2% | -2.0% | -15.3% | -19.3% |
| 1Y | -11.6% | -7.9% | -3.6% | -12.2% |
| All | -11.6% | -7.8% | -3.8% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling