+160.4%
MS vs BX
+31.0%
+129.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.4% |
| 7D | -1.6% | +1.8% | -3.3% | -2.4% |
| 30D | -3.8% | +7.9% | -11.7% | -7.7% |
| 3M | -14.6% | -9.6% | -5.0% | -10.8% |
| 6M | -5.1% | -2.3% | -2.8% | -5.5% |
| YTD | +4.5% | -19.3% | +23.8% | +14.8% |
| 1Y | +13.5% | -13.2% | +26.8% | +19.4% |
| 3Y | +160.4% | +33.8% | +126.6% | +101.4% |
| All | +160.4% | +31.0% | +129.4% | +101.4% |
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