+47.9%
MS vs BX
-15.8%
+63.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.7% |
| 7D | +1.4% | -4.4% | +5.8% | +3.1% |
| 30D | -0.3% | +0.1% | -0.3% | -0.6% |
| 3M | +0.3% | +16.0% | -15.7% | -6.2% |
| 6M | +31.3% | +21.6% | +9.7% | +19.9% |
| YTD | +24.7% | -8.9% | +33.6% | +28.2% |
| 1Y | +47.9% | -16.6% | +64.5% | +57.2% |
| All | +47.9% | -15.8% | +63.7% | +57.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling