+1,389.3%
BX vs MSCI
+3,122.5%
-1,733.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.3% |
| 7D | +3.3% | +1.5% | +1.8% | +2.5% |
| 30D | +9.6% | +14.4% | -4.8% | +1.5% |
| 3M | -8.7% | +15.2% | -23.9% | -15.9% |
| 6M | +2.2% | +11.2% | -9.0% | -5.0% |
| YTD | -16.2% | +13.9% | -30.1% | -23.7% |
| 1Y | -11.5% | +12.5% | -24.0% | -18.9% |
| 3Y | +41.0% | +32.3% | +8.7% | +14.4% |
| 5Y | +1.1% | +4.9% | -3.8% | -6.1% |
| 10Y | +710.1% | +779.7% | -69.6% | +112.3% |
| All | +1,389.3% | +3,122.5% | -1,733.2% | +71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling