-6.1%
BX vs MSTU
-85.2%
+79.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.0% | -0.9% |
| 7D | -4.4% | +21.3% | -25.7% | -6.3% |
| 30D | +0.1% | +90.8% | -90.7% | -6.3% |
| 3M | +16.0% | -6.8% | +22.8% | +13.4% |
| 6M | +21.6% | -39.8% | +61.4% | +21.4% |
| YTD | -8.9% | -55.7% | +46.8% | -9.0% |
| 1Y | -16.6% | -92.7% | +76.0% | -4.9% |
| All | -6.1% | -85.2% | +79.1% | -7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling