+694.8%
BX vs MAS
+137.9%
+556.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -2.3% |
| 7D | -4.4% | -0.8% | -3.6% | -3.9% |
| 30D | +0.1% | -5.6% | +5.7% | +3.7% |
| 3M | +16.0% | +4.4% | +11.6% | +11.4% |
| 6M | +21.6% | +7.2% | +14.4% | +13.3% |
| YTD | -8.9% | +16.1% | -25.0% | -20.1% |
| 1Y | -16.6% | +0.1% | -16.7% | -19.5% |
| 3Y | +43.3% | +28.3% | +15.0% | +15.1% |
| 5Y | +25.7% | +30.5% | -4.8% | -0.8% |
| All | +694.8% | +137.9% | +556.9% | +316.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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