+553.7%
MS vs BX
+690.2%
-136.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.5% | +0.9% |
| 7D | +0.8% | +3.7% | -2.9% | -1.1% |
| 30D | -0.7% | +8.2% | -8.9% | -5.2% |
| 3M | -12.4% | -12.7% | +0.3% | -6.5% |
| 6M | -1.7% | +1.0% | -2.7% | -4.0% |
| YTD | +8.0% | -17.2% | +25.3% | +16.5% |
| 1Y | +16.2% | -11.6% | +27.8% | +20.7% |
| 3Y | +171.3% | +36.8% | +134.5% | +116.2% |
| 5Y | +124.8% | +4.8% | +120.0% | +93.5% |
| 10Y | +553.7% | +672.8% | -119.1% | +76.5% |
| All | +553.7% | +690.2% | -136.5% | +76.5% |
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