+43.5%
MAS vs BHP
+119.7%
-76.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -2.9% |
| 7D | +4.6% | -4.0% | +8.5% | +5.8% |
| 30D | +19.9% | -9.7% | +29.6% | +23.4% |
| 3M | +8.9% | -10.2% | +19.1% | +12.0% |
| 6M | +20.2% | +1.3% | +18.8% | +18.4% |
| YTD | +33.9% | +35.6% | -1.7% | +20.5% |
| 1Y | +34.7% | +47.5% | -12.8% | +18.0% |
| 3Y | +60.4% | +48.9% | +11.4% | +37.2% |
| 5Y | +43.5% | +118.4% | -74.9% | +18.0% |
| All | +43.5% | +119.7% | -76.2% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling