-16.6%
BX vs MAR
+27.3%
-43.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -4.4% | -4.2% | -0.2% | -2.9% |
| 30D | +0.1% | -6.7% | +6.8% | +2.6% |
| 3M | +16.0% | -12.5% | +28.5% | +21.9% |
| 6M | +21.6% | +0.6% | +21.0% | +18.8% |
| YTD | -8.9% | +9.1% | -18.0% | -13.8% |
| 1Y | -16.6% | +26.2% | -42.8% | -27.0% |
| All | -16.6% | +27.3% | -43.9% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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