+967.7%
BX vs MSI
+755.2%
+212.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.6% |
| 7D | -4.4% | -3.7% | -0.7% | -2.5% |
| 30D | +0.1% | +6.8% | -6.7% | -4.0% |
| 3M | +16.0% | +14.3% | +1.7% | +7.0% |
| 6M | +21.6% | -1.6% | +23.2% | +20.9% |
| YTD | -8.9% | +22.8% | -31.7% | -20.5% |
| 1Y | -16.6% | -1.1% | -15.5% | -18.0% |
| 3Y | +43.3% | +70.5% | -27.1% | +2.3% |
| 5Y | +25.7% | +102.8% | -77.1% | -18.1% |
| 10Y | +689.5% | +597.4% | +92.1% | +162.7% |
| All | +967.7% | +755.2% | +212.5% | +118.0% |
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