+72.4%
BX vs MAGS
+190.0%
-117.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.4% | +1.8% |
| 7D | -5.6% | +0.6% | -6.3% | -6.0% |
| 30D | -12.2% | +3.2% | -15.4% | -14.0% |
| 3M | +7.4% | +7.7% | -0.3% | +2.0% |
| 6M | +22.2% | +12.5% | +9.7% | +12.6% |
| YTD | -14.0% | +6.0% | -20.0% | -17.4% |
| 1Y | -27.3% | +14.4% | -41.7% | -34.0% |
| 3Y | +24.5% | +127.5% | -103.0% | -27.3% |
| All | +72.4% | +190.0% | -117.6% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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