+593.1%
MA vs BX
+659.0%
-65.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.8% |
| 7D | +1.3% | +0.6% | +0.7% | +1.0% |
| 30D | +9.6% | +14.2% | -4.6% | +3.7% |
| 3M | +16.8% | -18.7% | +35.5% | +26.1% |
| 6M | +35.2% | +2.5% | +32.7% | +31.8% |
| YTD | +16.6% | -18.8% | +35.4% | +23.4% |
| 1Y | +19.8% | -10.3% | +30.1% | +21.3% |
| 3Y | +70.7% | +35.4% | +35.3% | +35.8% |
| 5Y | +87.4% | +0.3% | +87.1% | +62.0% |
| All | +593.1% | +659.0% | -65.9% | +109.8% |
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