-11.0%
BX vs MSTZ
-99.2%
+88.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.5% | -9.1% | -3.2% |
| 7D | -5.7% | -23.6% | +17.9% | -7.0% |
| 30D | -8.9% | -60.7% | +51.8% | -13.9% |
| 3M | +8.4% | -58.3% | +66.6% | +4.8% |
| 6M | +18.9% | -60.0% | +78.9% | +17.2% |
| YTD | -13.6% | -75.2% | +61.6% | -14.6% |
| 1Y | -22.4% | -19.9% | -2.6% | -13.9% |
| All | -11.0% | -99.2% | +88.2% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling