-8.5%
BX vs MSTZ
-63.1%
+54.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -9.6% | +15.8% | +5.5% |
| 7D | +8.3% | +0.7% | +7.6% | +8.5% |
| 30D | +13.5% | +16.6% | -3.1% | +15.5% |
| 3M | -7.6% | -74.7% | +67.1% | -13.8% |
| 6M | +4.0% | -43.9% | +47.9% | +6.6% |
| YTD | -15.2% | -84.0% | +68.8% | -16.6% |
| 1Y | -8.5% | -65.1% | +56.6% | -7.7% |
| All | -8.5% | -63.1% | +54.6% | -7.7% |
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