-27.3%
BX vs MAGS
+15.0%
-42.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.4% | +1.9% |
| 7D | -5.6% | +0.6% | -6.3% | -6.0% |
| 30D | -12.2% | +3.2% | -15.4% | -13.8% |
| 3M | +7.4% | +7.7% | -0.3% | +2.9% |
| 6M | +22.2% | +12.5% | +9.7% | +14.3% |
| YTD | -14.0% | +6.0% | -20.0% | -17.7% |
| 1Y | -27.3% | +14.4% | -41.7% | -32.2% |
| All | -27.3% | +15.0% | -42.3% | -32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling