+1,334.7%
BX vs MSCI
+3,095.4%
-1,760.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +1.1% |
| 7D | +1.8% | +2.8% | -1.0% | +0.2% |
| 30D | +7.9% | +15.4% | -7.5% | -0.6% |
| 3M | -9.6% | +13.4% | -23.0% | -16.0% |
| 6M | -2.3% | +10.9% | -13.2% | -9.0% |
| YTD | -19.3% | +13.0% | -32.2% | -26.1% |
| 1Y | -13.2% | +12.0% | -25.3% | -20.3% |
| 3Y | +33.8% | +34.1% | -0.3% | +7.6% |
| 5Y | 0.0% | +3.9% | -3.9% | -6.7% |
| 10Y | +685.4% | +802.0% | -116.6% | +102.9% |
| All | +1,334.7% | +3,095.4% | -1,760.7% | +66.3% |
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 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