+110.9%
MO vs BX
+673.1%
-562.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.1% |
| 7D | +0.1% | -5.6% | +5.8% | +1.0% |
| 30D | +7.1% | -12.2% | +19.4% | +9.1% |
| 3M | -2.0% | +7.4% | -9.4% | -3.3% |
| 6M | +7.3% | +22.2% | -14.9% | +3.3% |
| YTD | +23.5% | -14.0% | +37.5% | +25.3% |
| 1Y | +11.0% | -27.3% | +38.3% | +15.6% |
| 3Y | +95.0% | +24.5% | +70.4% | +78.9% |
| 5Y | +100.6% | +18.9% | +81.8% | +78.1% |
| All | +110.9% | +673.1% | -562.2% | +23.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling