-8.5%
BX vs MTSI
+59.5%
-68.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.2% | +6.2% |
| 7D | +8.3% | -10.7% | +18.9% | +8.0% |
| 30D | +13.5% | -29.0% | +42.5% | +13.4% |
| 3M | -7.6% | -14.7% | +7.1% | -7.9% |
| 6M | +4.0% | -20.1% | +24.1% | +2.7% |
| YTD | -15.2% | +36.1% | -51.3% | -19.4% |
| 1Y | -8.5% | +61.7% | -70.2% | -14.4% |
| All | -8.5% | +59.5% | -68.0% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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