+635.8%
BX vs MSI
+664.3%
-28.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +0.6% | +3.2% | -2.7% | -1.4% |
| 30D | +14.2% | +17.6% | -3.4% | +3.2% |
| 3M | -18.7% | +14.5% | -33.3% | -25.5% |
| 6M | +2.5% | +34.3% | -31.8% | -15.7% |
| YTD | -18.8% | +39.7% | -58.5% | -36.3% |
| 1Y | -10.3% | +40.2% | -50.5% | -29.8% |
| 3Y | +35.4% | +77.1% | -41.8% | -12.0% |
| 5Y | +0.3% | +124.0% | -123.8% | -45.1% |
| All | +635.8% | +664.3% | -28.5% | +115.8% |
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