+3,689.4%
MA vs BX
+927.0%
+2,762.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.7% |
| 7D | -2.7% | -4.4% | +1.7% | -1.3% |
| 30D | +1.5% | +0.1% | +1.4% | +1.3% |
| 3M | +20.4% | +16.0% | +4.4% | +13.9% |
| 6M | +11.1% | +21.6% | -10.5% | +2.7% |
| YTD | +2.0% | -8.9% | +10.9% | +3.2% |
| 1Y | -2.2% | -16.6% | +14.5% | +1.7% |
| 3Y | +41.9% | +43.3% | -1.4% | +18.5% |
| 5Y | +75.4% | +25.7% | +49.7% | +46.3% |
| 10Y | +527.5% | +689.5% | -161.9% | +184.8% |
| All | +3,689.4% | +927.0% | +2,762.4% | +1,385.6% |
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