+84.8%
BHP vs MSTZ
-99.2%
+184.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.2% | +0.6% |
| 7D | +0.9% | -23.6% | +24.5% | -0.1% |
| 30D | +4.0% | -60.7% | +64.8% | +0.2% |
| 3M | +11.3% | -58.3% | +69.5% | +8.8% |
| 6M | +29.3% | -60.0% | +89.3% | +28.0% |
| YTD | +59.2% | -75.2% | +134.4% | +57.6% |
| 1Y | +80.8% | -19.9% | +100.7% | +89.5% |
| All | +84.8% | -99.2% | +184.0% | +68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling