-24.6%
BX vs MSI
-2.6%
-22.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.6% |
| 7D | -5.7% | -4.0% | -1.7% | -5.2% |
| 30D | -8.9% | -0.5% | -8.4% | -8.8% |
| 3M | +8.4% | +11.4% | -3.0% | +6.7% |
| 6M | +18.9% | +1.0% | +18.0% | +18.8% |
| YTD | -13.6% | +20.7% | -34.3% | -18.6% |
| All | -24.6% | -2.6% | -22.0% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling