+66.3%
MA vs BX
+19.7%
+46.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | +0.5% |
| 7D | -3.5% | -5.7% | +2.2% | -1.9% |
| 30D | +0.8% | -8.9% | +9.7% | +3.4% |
| 3M | +14.8% | +8.4% | +6.4% | +11.5% |
| 6M | +10.0% | +18.9% | -8.9% | +3.2% |
| YTD | -0.1% | -13.6% | +13.5% | +2.8% |
| 1Y | -2.2% | -22.4% | +20.2% | +3.7% |
| 3Y | +39.3% | +26.0% | +13.2% | +22.1% |
| 5Y | +66.3% | +18.8% | +47.6% | +41.3% |
| All | +66.3% | +19.7% | +46.7% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling