-10.3%
BX vs MSI
+37.5%
-47.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +0.6% | +3.2% | -2.7% | +0.2% |
| 30D | +14.2% | +17.6% | -3.4% | +12.2% |
| 3M | -18.7% | +14.5% | -33.3% | -20.0% |
| 6M | +2.5% | +34.3% | -31.8% | -0.1% |
| YTD | -18.8% | +39.7% | -58.5% | -24.1% |
| 1Y | -10.3% | +40.2% | -50.5% | -14.6% |
| All | -10.3% | +37.5% | -47.8% | -14.6% |
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