+44.7%
MS vs BX
-22.2%
+66.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.2% | +1.0% |
| 7D | +1.7% | -5.7% | +7.3% | +3.9% |
| 30D | 0.0% | -8.9% | +8.9% | +3.4% |
| 3M | +3.0% | +8.4% | -5.4% | -1.1% |
| 6M | +35.7% | +18.9% | +16.8% | +24.7% |
| YTD | +23.3% | -13.6% | +36.9% | +29.5% |
| 1Y | +44.7% | -22.4% | +67.1% | +58.8% |
| All | +44.7% | -22.2% | +66.9% | +58.8% |
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