+17.0%
MA vs BX
-14.9%
+32.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.7% |
| 7D | -0.5% | -1.1% | +0.6% | -0.3% |
| 30D | +7.9% | +8.8% | -0.9% | +6.6% |
| 3M | +16.8% | -18.3% | +35.0% | +19.8% |
| 6M | +31.0% | -1.5% | +32.5% | +30.3% |
| YTD | +15.0% | -19.9% | +35.0% | +16.4% |
| 1Y | +17.0% | -14.5% | +31.5% | +16.3% |
| All | +17.0% | -14.9% | +32.0% | +16.3% |
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