-11.0%
BX vs MSTU
-87.2%
+76.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.4% | +1.8% | -3.2% |
| 7D | -5.7% | +12.9% | -18.6% | -7.0% |
| 30D | -8.9% | +68.3% | -77.2% | -13.8% |
| 3M | +8.4% | +0.4% | +8.0% | +5.5% |
| 6M | +18.9% | -41.5% | +60.4% | +19.0% |
| YTD | -13.6% | -61.7% | +48.1% | -12.8% |
| 1Y | -22.4% | -93.7% | +71.2% | -10.5% |
| All | -11.0% | -87.2% | +76.2% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling