+58.6%
MAS vs BHP
+50.5%
+8.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.5% |
| 7D | +2.0% | +0.9% | +1.0% | +1.7% |
| 30D | +19.4% | -6.3% | +25.6% | +21.7% |
| 3M | +9.4% | -7.1% | +16.6% | +11.6% |
| 6M | +15.3% | -3.2% | +18.5% | +15.1% |
| YTD | +31.3% | +37.9% | -6.6% | +15.4% |
| 1Y | +34.9% | +49.7% | -14.8% | +14.9% |
| 3Y | +58.6% | +51.7% | +6.9% | +28.5% |
| All | +58.6% | +50.5% | +8.1% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling