+61.1%
BX vs MSFU
+76.3%
-15.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | +0.2% |
| 7D | -4.4% | -5.7% | +1.3% | -2.7% |
| 30D | +0.1% | +4.2% | -4.1% | -1.4% |
| 3M | +16.0% | +27.9% | -11.9% | +5.4% |
| 6M | +21.6% | +37.1% | -15.5% | +5.8% |
| YTD | -8.9% | -7.4% | -1.5% | -9.8% |
| 1Y | -16.6% | -19.6% | +3.0% | -13.4% |
| 3Y | +43.3% | +33.2% | +10.1% | +9.1% |
| All | +61.1% | +76.3% | -15.2% | +1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling