+674.8%
BX vs MTSI
+448.7%
+226.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.8% | -11.1% | -2.9% |
| 7D | +1.8% | -10.0% | +11.8% | +3.7% |
| 30D | +7.9% | -37.2% | +45.1% | +18.7% |
| 3M | -9.6% | -30.1% | +20.5% | -4.4% |
| 6M | -2.3% | -31.9% | +29.6% | +1.3% |
| YTD | -19.3% | +23.2% | -42.5% | -30.3% |
| 1Y | -13.2% | +26.4% | -39.6% | -25.9% |
| 3Y | +33.8% | +186.2% | -152.4% | -12.3% |
| 5Y | 0.0% | +187.0% | -187.0% | -35.6% |
| All | +674.8% | +448.7% | +226.1% | +305.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling