+74.6%
BHP vs MSTZ
-99.1%
+173.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.5% | -0.4% |
| 7D | -3.6% | +17.0% | -20.7% | -2.8% |
| 30D | -1.2% | -61.8% | +60.6% | -4.9% |
| 3M | +1.2% | -54.6% | +55.8% | -0.6% |
| 6M | +21.4% | -59.3% | +80.7% | +20.3% |
| YTD | +50.4% | -74.6% | +125.0% | +49.2% |
| 1Y | +67.5% | -18.8% | +86.3% | +75.8% |
| All | +74.6% | -99.1% | +173.7% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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