+1,725.3%
BX vs MTSI
+1,308.1%
+417.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -2.0% |
| 7D | -4.4% | +1.4% | -5.8% | -4.7% |
| 30D | +0.1% | +2.1% | -2.0% | -1.4% |
| 3M | +16.0% | -29.7% | +45.7% | +23.9% |
| 6M | +21.6% | +12.5% | +9.1% | +13.2% |
| YTD | -8.9% | +57.0% | -65.9% | -22.9% |
| 1Y | -16.6% | +103.9% | -120.5% | -34.8% |
| 3Y | +43.3% | +223.6% | -180.2% | -3.0% |
| 5Y | +25.7% | +321.6% | -295.9% | -20.7% |
| 10Y | +689.5% | +517.7% | +171.8% | +297.3% |
| All | +1,725.3% | +1,308.1% | +417.2% | +662.0% |
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