+878.4%
MSFT vs BX
+673.1%
+205.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.8% | -0.3% |
| 7D | -0.8% | -5.6% | +4.8% | +1.4% |
| 30D | +0.8% | -12.2% | +13.1% | +6.1% |
| 3M | +27.2% | +7.4% | +19.8% | +22.8% |
| 6M | +22.9% | +22.2% | +0.7% | +11.6% |
| YTD | +3.1% | -14.0% | +17.1% | +7.6% |
| 1Y | -0.3% | -27.3% | +27.0% | +11.0% |
| 3Y | +50.1% | +24.5% | +25.5% | +26.5% |
| 5Y | +74.6% | +18.9% | +55.8% | +41.5% |
| All | +878.4% | +673.1% | +205.3% | +252.2% |
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 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