-1.1%
BX vs MTSI
+231.3%
-232.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.4% |
| 7D | -1.1% | +29.1% | -30.2% | -8.5% |
| 30D | +8.8% | -20.4% | +29.2% | +14.1% |
| 3M | -18.3% | -20.9% | +2.7% | -15.6% |
| 6M | -1.5% | -32.3% | +30.7% | +4.2% |
| YTD | -19.9% | +43.5% | -63.4% | -40.9% |
| 1Y | -14.5% | +43.8% | -58.3% | -37.3% |
| 3Y | +32.3% | +218.8% | -186.5% | -43.0% |
| 5Y | -1.1% | +228.3% | -229.5% | -61.8% |
| All | -1.1% | +231.3% | -232.4% | -61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling