+848.6%
BX vs MAS
+394.4%
+454.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.4% | -1.1% | -2.6% |
| 7D | +0.3% | +4.6% | -4.3% | -2.2% |
| 30D | +6.7% | +19.9% | -13.2% | -3.8% |
| 3M | -11.1% | +8.9% | -20.0% | -15.4% |
| 6M | -0.4% | +20.2% | -20.6% | -11.3% |
| YTD | -19.1% | +33.9% | -52.9% | -33.3% |
| 1Y | -13.6% | +34.7% | -48.2% | -29.2% |
| 3Y | +30.7% | +60.4% | -29.6% | -3.7% |
| 5Y | +0.3% | +43.5% | -43.2% | -20.7% |
| 10Y | +687.5% | +226.7% | +460.8% | +280.5% |
| All | +848.6% | +394.4% | +454.2% | +184.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling