+661.1%
BX vs MAR
+450.9%
+210.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +1.6% |
| 7D | -5.6% | -0.5% | -5.1% | -5.4% |
| 30D | -12.2% | -5.4% | -6.8% | -9.7% |
| 3M | +7.4% | -15.5% | +22.9% | +16.3% |
| 6M | +22.2% | +3.0% | +19.2% | +19.2% |
| YTD | -14.0% | +8.5% | -22.5% | -18.6% |
| 1Y | -27.3% | +26.0% | -53.2% | -36.5% |
| 3Y | +24.5% | +68.6% | -44.1% | -5.3% |
| 5Y | +18.9% | +157.4% | -138.5% | -24.3% |
| All | +661.1% | +450.9% | +210.2% | +237.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling