+36.8%
BX vs MSFU
+29.5%
+7.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | -0.1% |
| 7D | +3.7% | +4.0% | -0.4% | +2.6% |
| 30D | +8.2% | -2.3% | +10.6% | +8.5% |
| 3M | -12.7% | +7.1% | -19.8% | -14.7% |
| 6M | +1.0% | +48.9% | -47.9% | -10.8% |
| YTD | -17.2% | +2.4% | -19.7% | -19.6% |
| 1Y | -11.6% | -8.1% | -3.5% | -11.1% |
| 3Y | +36.8% | +25.2% | +11.6% | +20.7% |
| All | +36.8% | +29.5% | +7.3% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 3y: compounded portfolio wealth divided by compounded MSFU 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…
3y analysis · Full analysis span regression · 6 months rolling