+883.5%
BX vs MKSI
+1,049.1%
-165.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -1.8% |
| 7D | -8.9% | +4.9% | -13.8% | -11.0% |
| 30D | -14.8% | -11.0% | -3.8% | -10.8% |
| 3M | +6.9% | -17.1% | +24.0% | +10.6% |
| 6M | +16.3% | +16.4% | -0.1% | +0.3% |
| YTD | -16.1% | +64.3% | -80.4% | -39.8% |
| 1Y | -26.8% | +137.7% | -164.5% | -57.4% |
| 3Y | +22.4% | +189.1% | -166.7% | -41.6% |
| 5Y | +16.0% | +83.1% | -67.1% | -32.8% |
| 10Y | +646.9% | +509.4% | +137.6% | +79.3% |
| All | +883.5% | +1,049.1% | -165.7% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling