-16.6%
BX vs MSTZ
-29.5%
+12.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -0.9% |
| 7D | -4.4% | -29.7% | +25.3% | -6.1% |
| 30D | +0.1% | -65.3% | +65.4% | -5.9% |
| 3M | +16.0% | -57.3% | +73.3% | +13.1% |
| 6M | +21.6% | -61.6% | +83.3% | +20.0% |
| YTD | -8.9% | -78.3% | +69.4% | -10.4% |
| 1Y | -16.6% | -30.2% | +13.6% | -11.4% |
| All | -16.6% | -29.5% | +12.8% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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