+48.9%
MSFT vs BX
+25.6%
+23.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | +0.5% |
| 7D | -1.0% | -5.7% | +4.6% | +0.5% |
| 30D | -2.7% | -8.9% | +6.2% | -0.3% |
| 3M | +22.1% | +8.4% | +13.7% | +19.1% |
| 6M | +20.6% | +18.9% | +1.6% | +14.2% |
| YTD | +2.3% | -13.6% | +15.9% | +5.3% |
| 1Y | -0.5% | -22.4% | +21.9% | +5.1% |
| All | +48.9% | +25.6% | +23.3% | +44.5% |
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 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