+642.7%
BX vs MSI
+601.8%
+40.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -3.4% |
| 7D | -8.9% | -1.8% | -7.1% | -7.9% |
| 30D | -14.8% | -0.6% | -14.1% | -14.6% |
| 3M | +6.9% | +13.0% | -6.1% | -1.8% |
| 6M | +16.3% | +0.5% | +15.8% | +14.1% |
| YTD | -16.1% | +21.7% | -37.8% | -28.0% |
| 1Y | -26.8% | -2.6% | -24.2% | -27.4% |
| 3Y | +22.4% | +69.7% | -47.2% | -18.4% |
| 5Y | +16.0% | +102.8% | -86.8% | -31.9% |
| All | +642.7% | +601.8% | +40.9% | +157.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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