-1.1%
BX vs MOS
-32.9%
+31.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.6% | +1.7% | -1.7% |
| 7D | -1.1% | -2.6% | +1.5% | -0.4% |
| 30D | +8.8% | +13.5% | -4.6% | +5.1% |
| 3M | -18.3% | -2.9% | -15.4% | -18.3% |
| 6M | -1.5% | -1.0% | -0.5% | -2.7% |
| YTD | -19.9% | -7.2% | -12.7% | -21.3% |
| 1Y | -14.5% | -11.4% | -3.1% | -15.1% |
| 3Y | +32.3% | -29.0% | +61.3% | +35.4% |
| 5Y | -1.1% | -34.0% | +32.9% | -11.9% |
| All | -1.1% | -32.9% | +31.8% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling