+27.6%
BX vs MTSI
+320.9%
-293.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -2.3% |
| 7D | -4.4% | +1.4% | -5.8% | -4.9% |
| 30D | +0.1% | +2.1% | -2.0% | -2.3% |
| 3M | +16.0% | -29.7% | +45.7% | +27.7% |
| 6M | +21.6% | +12.5% | +9.1% | +6.8% |
| YTD | -8.9% | +57.0% | -65.9% | -32.3% |
| 1Y | -16.6% | +103.9% | -120.5% | -46.6% |
| 3Y | +43.3% | +223.6% | -180.2% | -35.1% |
| All | +27.6% | +320.9% | -293.3% | -53.8% |
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