+37.4%
BX vs MTSI
+226.9%
-189.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.3% | -10.7% | -2.1% |
| 7D | -2.8% | +7.2% | -10.0% | -4.3% |
| 30D | +7.3% | -18.4% | +25.8% | +10.1% |
| 3M | -16.3% | -16.7% | +0.4% | -15.4% |
| 6M | +2.5% | -31.7% | +34.2% | +6.7% |
| YTD | -17.6% | +45.9% | -63.5% | -33.6% |
| 1Y | -12.4% | +47.0% | -59.4% | -29.8% |
| All | +37.4% | +226.9% | -189.4% | -25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling