+4,176.1%
MA vs BX
+802.7%
+3,373.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.3% |
| 7D | -0.5% | -1.1% | +0.6% | -0.2% |
| 30D | +7.9% | +8.8% | -0.9% | +4.7% |
| 3M | +16.8% | -18.3% | +35.0% | +24.2% |
| 6M | +31.0% | -1.5% | +32.5% | +30.1% |
| YTD | +15.0% | -19.9% | +35.0% | +21.1% |
| 1Y | +17.0% | -14.5% | +31.5% | +20.3% |
| 3Y | +68.5% | +32.3% | +36.2% | +44.4% |
| 5Y | +85.0% | -1.1% | +86.1% | +67.6% |
| 10Y | +561.3% | +657.8% | -96.5% | +204.3% |
| All | +4,176.1% | +802.7% | +3,373.4% | +1,642.9% |
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