-16.6%
BX vs MKSI
+162.5%
-179.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.4% | -1.6% |
| 7D | -4.4% | +1.8% | -6.2% | -4.6% |
| 30D | +0.1% | -16.8% | +16.9% | +2.1% |
| 3M | +16.0% | -21.1% | +37.1% | +17.0% |
| 6M | +21.6% | +10.8% | +10.8% | +14.0% |
| YTD | -8.9% | +63.3% | -72.2% | -20.8% |
| 1Y | -16.6% | +157.0% | -173.6% | -37.8% |
| All | -16.6% | +162.5% | -179.1% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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