-16.3%
BX vs MSTU
-92.2%
+75.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.0% | +6.4% | +1.8% |
| 7D | +0.6% | -25.8% | +26.4% | +2.9% |
| 30D | +14.2% | -43.9% | +58.1% | +18.7% |
| 3M | -18.7% | +2.9% | -21.6% | -21.3% |
| 6M | +2.5% | -75.5% | +78.0% | +9.7% |
| YTD | -18.8% | -76.7% | +57.9% | -16.0% |
| 1Y | -10.3% | -88.9% | +78.6% | -2.1% |
| All | -16.3% | -92.2% | +75.9% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 10y: compounded portfolio wealth divided by compounded MSTU 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…
10y analysis · Full analysis span regression · 6 months rolling