+27.6%
BX vs MOS
-8.7%
+36.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.5% |
| 7D | -4.4% | +9.5% | -13.9% | -6.6% |
| 30D | +0.1% | +10.4% | -10.3% | -2.5% |
| 3M | +16.0% | +12.9% | +3.1% | +11.8% |
| 6M | +21.6% | +1.2% | +20.4% | +18.7% |
| YTD | -8.9% | +9.3% | -18.2% | -13.5% |
| 1Y | -16.6% | -18.0% | +1.4% | -14.3% |
| 3Y | +43.3% | -29.0% | +72.4% | +48.5% |
| All | +27.6% | -8.7% | +36.3% | +9.7% |
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 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