+95.0%
MO vs BX
+25.1%
+69.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | +0.3% |
| 7D | +0.1% | -5.6% | +5.8% | +0.1% |
| 30D | +7.1% | -12.2% | +19.4% | +7.1% |
| 3M | -2.0% | +7.4% | -9.4% | -1.9% |
| 6M | +7.3% | +22.2% | -14.9% | +7.2% |
| YTD | +23.5% | -14.0% | +37.5% | +24.1% |
| 1Y | +11.0% | -27.3% | +38.3% | +12.0% |
| 3Y | +95.0% | +24.5% | +70.4% | +83.9% |
| All | +95.0% | +25.1% | +69.9% | +83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling