+2.5%
BX vs MSTU
-76.6%
+79.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.0% | +6.4% | +1.7% |
| 7D | +0.6% | -25.8% | +26.4% | +2.6% |
| 30D | +14.2% | -43.9% | +58.1% | +17.9% |
| 3M | -18.7% | +2.9% | -21.6% | -20.7% |
| 6M | +2.5% | -75.5% | +78.0% | +15.1% |
| All | +2.5% | -76.6% | +79.1% | +15.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling