+24.3%
BX vs MSI
+100.4%
-76.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -0.9% |
| 7D | -2.0% | -5.8% | +3.8% | +1.6% |
| 30D | -2.3% | -1.0% | -1.3% | -1.8% |
| 3M | +18.5% | +14.2% | +4.4% | +8.1% |
| 6M | +23.7% | +1.0% | +22.7% | +21.3% |
| YTD | -10.4% | +21.5% | -31.8% | -23.8% |
| 1Y | -19.6% | -2.1% | -17.4% | -19.9% |
| 3Y | +30.8% | +69.3% | -38.5% | -20.3% |
| 5Y | +24.3% | +99.3% | -75.0% | -37.8% |
| All | +24.3% | +100.4% | -76.1% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling