+4,216.9%
MA vs BX
+833.1%
+3,383.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.9% |
| 7D | +1.8% | +3.7% | -1.9% | +0.6% |
| 30D | +11.8% | +8.2% | +3.6% | +8.7% |
| 3M | +17.2% | -12.7% | +29.8% | +21.9% |
| 6M | +33.4% | +1.0% | +32.4% | +31.4% |
| YTD | +16.1% | -17.2% | +33.4% | +20.9% |
| 1Y | +19.9% | -11.6% | +31.5% | +22.0% |
| 3Y | +70.1% | +36.8% | +33.3% | +44.2% |
| 5Y | +89.6% | +4.8% | +84.8% | +68.5% |
| 10Y | +568.4% | +672.8% | -104.4% | +205.4% |
| All | +4,216.9% | +833.1% | +3,383.9% | +1,640.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling