+851.5%
BX vs MSI
+873.1%
-21.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +0.6% | +3.2% | -2.7% | -1.2% |
| 30D | +14.2% | +17.6% | -3.4% | +4.4% |
| 3M | -18.7% | +14.5% | -33.3% | -24.7% |
| 6M | +2.5% | +34.3% | -31.8% | -13.7% |
| YTD | -18.8% | +39.7% | -58.5% | -34.1% |
| 1Y | -10.3% | +40.2% | -50.5% | -27.4% |
| 3Y | +35.4% | +77.1% | -41.8% | -5.3% |
| 5Y | +0.3% | +124.0% | -123.8% | -38.3% |
| 10Y | +668.4% | +665.5% | +2.9% | +142.9% |
| All | +851.5% | +873.1% | -21.5% | +80.7% |
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