-1.8%
MA vs BX
-25.4%
+23.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.5% | 0.0% |
| 7D | -3.5% | -8.9% | +5.4% | -2.2% |
| 30D | +0.7% | -14.8% | +15.5% | +3.0% |
| 3M | +15.8% | +6.9% | +8.9% | +14.3% |
| 6M | +10.2% | +16.3% | -6.1% | +6.8% |
| YTD | -0.5% | -16.1% | +15.6% | +0.9% |
| 1Y | -1.8% | -26.8% | +25.0% | +0.1% |
| All | -1.8% | -25.4% | +23.6% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling