+950.6%
BX vs MAR
+849.6%
+101.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.1% |
| 7D | -2.0% | -1.7% | -0.2% | -0.9% |
| 30D | -2.3% | -6.9% | +4.6% | +2.2% |
| 3M | +18.5% | -15.8% | +34.3% | +31.3% |
| 6M | +23.7% | +1.9% | +21.8% | +20.6% |
| YTD | -10.4% | +6.6% | -17.0% | -15.5% |
| 1Y | -19.6% | +23.7% | -43.2% | -31.6% |
| 3Y | +30.8% | +64.6% | -33.8% | -7.4% |
| 5Y | +24.3% | +156.4% | -132.0% | -33.9% |
| 10Y | +679.5% | +415.4% | +264.1% | +104.6% |
| All | +950.6% | +849.6% | +101.0% | +16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling