+73.5%
MSFT vs BX
+14.6%
+58.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +1.1% |
| 7D | -3.5% | -8.9% | +5.4% | -0.4% |
| 30D | -2.1% | -14.8% | +12.7% | +3.3% |
| 3M | +24.2% | +6.9% | +17.2% | +20.7% |
| 6M | +21.9% | +16.3% | +5.6% | +14.2% |
| YTD | +2.5% | -16.1% | +18.6% | +7.3% |
| 1Y | -0.8% | -26.8% | +26.0% | +8.7% |
| 3Y | +50.8% | +22.4% | +28.3% | +30.9% |
| 5Y | +73.5% | +16.0% | +57.5% | +45.1% |
| All | +73.5% | +14.6% | +58.9% | +45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling