+372.7%
MS vs BX
+927.0%
-554.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +1.0% |
| 7D | +1.4% | -4.4% | +5.8% | +4.1% |
| 30D | -0.3% | +0.1% | -0.3% | -0.7% |
| 3M | +0.3% | +16.0% | -15.7% | -9.7% |
| 6M | +31.3% | +21.6% | +9.7% | +13.7% |
| YTD | +24.7% | -8.9% | +33.6% | +28.5% |
| 1Y | +47.9% | -16.6% | +64.5% | +60.1% |
| 3Y | +178.3% | +43.3% | +135.0% | +106.7% |
| 5Y | +144.9% | +25.7% | +119.2% | +77.5% |
| 10Y | +804.5% | +689.5% | +115.0% | +83.4% |
| All | +372.7% | +927.0% | -554.3% | -54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling