+1,517.4%
BX vs MTSI
+1,004.6%
+512.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.8% | -11.1% | -2.8% |
| 7D | +1.8% | -10.0% | +11.8% | +3.6% |
| 30D | +7.9% | -37.2% | +45.1% | +18.3% |
| 3M | -9.6% | -30.1% | +20.5% | -4.6% |
| 6M | -2.3% | -31.9% | +29.6% | +1.3% |
| YTD | -19.3% | +23.2% | -42.5% | -29.5% |
| 1Y | -13.2% | +26.4% | -39.6% | -24.9% |
| 3Y | +33.8% | +186.2% | -152.4% | -9.2% |
| 5Y | 0.0% | +187.0% | -187.0% | -32.9% |
| 10Y | +685.4% | +460.4% | +225.0% | +296.7% |
| All | +1,517.4% | +1,004.6% | +512.8% | +597.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling