+625.7%
BX vs MSCI
+799.8%
-174.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -1.9% |
| 7D | -1.1% | -0.7% | -0.4% | -0.7% |
| 30D | +8.8% | +16.2% | -7.4% | -0.5% |
| 3M | -18.3% | +16.1% | -34.4% | -25.3% |
| 6M | -1.5% | +12.9% | -14.4% | -9.6% |
| YTD | -19.9% | +14.8% | -34.7% | -27.8% |
| 1Y | -14.5% | +13.8% | -28.3% | -22.5% |
| 3Y | +32.3% | +31.2% | +1.1% | +6.4% |
| 5Y | -1.1% | +5.6% | -6.7% | -11.2% |
| All | +625.7% | +799.8% | -174.1% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling