+503.0%
MA vs BX
+673.1%
-170.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | -0.3% |
| 7D | -1.7% | -5.6% | +3.9% | +0.5% |
| 30D | +1.7% | -12.2% | +13.9% | +6.9% |
| 3M | +17.2% | +7.4% | +9.8% | +13.0% |
| 6M | +13.3% | +22.2% | -8.8% | +2.6% |
| YTD | +0.2% | -14.0% | +14.2% | +4.1% |
| 1Y | -2.7% | -27.3% | +24.6% | +8.0% |
| 3Y | +39.1% | +24.5% | +14.5% | +15.8% |
| 5Y | +68.8% | +18.9% | +49.9% | +33.3% |
| All | +503.0% | +673.1% | -170.1% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 10y: compounded portfolio wealth divided by compounded BX 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…
10y analysis · Full analysis span regression · 6 months rolling