+2,294.6%
MSFT vs BX
+927.0%
+1,367.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.7% |
| 7D | -2.7% | -4.4% | +1.7% | -1.4% |
| 30D | +2.7% | +0.1% | +2.6% | +2.5% |
| 3M | +17.0% | +16.0% | +0.9% | +11.6% |
| 6M | +23.8% | +21.6% | +2.2% | +15.9% |
| YTD | +4.0% | -8.9% | +12.9% | +5.5% |
| 1Y | -0.8% | -16.6% | +15.8% | +2.8% |
| 3Y | +55.6% | +43.3% | +12.3% | +34.5% |
| 5Y | +72.9% | +25.7% | +47.2% | +50.6% |
| 10Y | +875.8% | +689.5% | +186.3% | +421.0% |
| All | +2,294.6% | +927.0% | +1,367.6% | +830.9% |
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