+191.5%
MAGS vs BHP
+66.9%
+124.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +0.5% | -2.9% | +3.4% | +1.6% |
| 30D | +1.5% | +3.4% | -1.9% | +0.2% |
| 3M | +0.5% | +4.1% | -3.6% | -1.4% |
| 6M | +11.6% | +20.6% | -9.0% | +3.1% |
| YTD | +5.3% | +56.1% | -50.8% | -12.4% |
| 1Y | +14.9% | +69.6% | -54.7% | -7.7% |
| 3Y | +128.9% | +78.8% | +50.1% | +72.8% |
| All | +191.5% | +66.9% | +124.6% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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