+37.5%
MAS vs BHP
+49.1%
-11.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | 0.0% |
| 7D | +1.2% | +2.5% | -1.3% | +0.5% |
| 30D | +21.6% | -5.2% | +26.8% | +23.4% |
| 3M | +14.1% | -8.7% | +22.8% | +16.8% |
| 6M | +22.6% | -6.9% | +29.5% | +23.8% |
| YTD | +35.4% | +39.0% | -3.5% | +21.4% |
| 1Y | +37.5% | +48.9% | -11.5% | +18.2% |
| All | +37.5% | +49.1% | -11.6% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling