+18.9%
BX vs MKSI
+31.7%
-12.8%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.0% | -4.6% | -3.7% |
| 7D | -5.7% | +6.6% | -12.3% | -6.2% |
| 30D | -8.9% | -8.2% | -0.7% | -8.5% |
| 3M | +8.4% | -16.4% | +24.8% | +7.0% |
| 6M | +18.9% | +23.0% | -4.0% | +8.1% |
| All | +18.9% | +31.7% | -12.8% | +8.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling