+870.1%
BX vs MSI
+866.1%
+4.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +3.7% | +7.4% | -3.7% | -0.4% |
| 30D | +8.2% | +18.7% | -10.5% | -1.6% |
| 3M | -12.7% | +14.5% | -27.1% | -19.1% |
| 6M | +1.0% | +38.1% | -37.1% | -16.4% |
| YTD | -17.2% | +38.7% | -55.9% | -32.6% |
| 1Y | -11.6% | +35.4% | -47.0% | -27.0% |
| 3Y | +36.8% | +75.1% | -38.3% | -3.7% |
| 5Y | +4.8% | +126.4% | -121.6% | -35.9% |
| 10Y | +672.8% | +671.4% | +1.4% | +143.3% |
| All | +870.1% | +866.1% | +4.0% | +85.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling