-13.5%
BX vs MSTU
-88.1%
+74.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.8% | +4.0% | -2.3% |
| 7D | -8.9% | -22.0% | +13.1% | -7.1% |
| 30D | -14.8% | +60.3% | -75.1% | -19.1% |
| 3M | +6.9% | -3.7% | +10.6% | +4.4% |
| 6M | +16.3% | -45.2% | +61.5% | +17.0% |
| YTD | -16.1% | -64.3% | +48.2% | -14.7% |
| 1Y | -26.8% | -94.0% | +67.2% | -15.1% |
| All | -13.5% | -88.1% | +74.6% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling