-12.4%
BX vs MAS
+39.3%
-51.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.5% |
| 7D | -2.8% | -1.8% | -1.0% | -2.0% |
| 30D | +7.3% | +23.6% | -16.3% | -1.6% |
| 3M | -16.3% | +12.4% | -28.7% | -20.5% |
| 6M | +2.5% | +21.9% | -19.4% | -6.0% |
| YTD | -17.6% | +36.1% | -53.7% | -27.6% |
| 1Y | -12.4% | +39.5% | -51.9% | -23.6% |
| All | -12.4% | +39.3% | -51.7% | -23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling