-10.3%
BX vs MSTU
-90.4%
+80.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.0% | +6.4% | +1.8% |
| 7D | +0.6% | -25.8% | +26.4% | +2.7% |
| 30D | +14.2% | -43.9% | +58.1% | +18.3% |
| 3M | -18.7% | +2.9% | -21.6% | -21.0% |
| 6M | +2.5% | -75.5% | +78.0% | +9.8% |
| YTD | -18.8% | -76.7% | +57.9% | -15.5% |
| 1Y | -10.3% | -88.9% | +78.6% | -6.7% |
| All | -10.3% | -90.4% | +80.1% | -6.7% |
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