+27.6%
BX vs MAS
+32.0%
-4.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -2.4% |
| 7D | -4.4% | -0.8% | -3.6% | -3.9% |
| 30D | +0.1% | -5.6% | +5.7% | +4.1% |
| 3M | +16.0% | +4.4% | +11.6% | +10.7% |
| 6M | +21.6% | +7.2% | +14.4% | +12.1% |
| YTD | -8.9% | +16.1% | -25.0% | -21.9% |
| 1Y | -16.6% | +0.1% | -16.7% | -20.0% |
| 3Y | +43.3% | +28.3% | +15.0% | +8.1% |
| All | +27.6% | +32.0% | -4.4% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling