-27.3%
BX vs MSTU
-93.8%
+66.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.6% | -1.1% | +2.2% |
| 7D | -5.6% | -16.6% | +11.0% | -4.4% |
| 30D | -12.2% | +69.7% | -81.9% | -16.6% |
| 3M | +7.4% | -7.5% | +14.9% | +5.7% |
| 6M | +22.2% | -43.1% | +65.3% | +22.8% |
| YTD | -14.0% | -63.0% | +49.0% | -12.8% |
| 1Y | -27.3% | -93.8% | +66.5% | -19.6% |
| All | -27.3% | -93.8% | +66.5% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling