+1,682.0%
MAS vs BHP
+6,998.8%
-5,316.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.6% | +3.1% | +4.7% |
| 7D | +14.2% | -2.5% | +16.7% | +15.2% |
| 30D | +26.8% | -7.7% | +34.5% | +30.2% |
| 3M | +13.1% | -6.4% | +19.5% | +15.3% |
| 6M | +27.9% | +5.2% | +22.8% | +24.2% |
| YTD | +38.7% | +38.3% | +0.3% | +21.6% |
| 1Y | +40.4% | +53.4% | -13.0% | +18.5% |
| 3Y | +66.1% | +51.9% | +14.2% | +38.3% |
| 5Y | +47.4% | +123.7% | -76.3% | +3.2% |
| 10Y | +238.3% | +383.9% | -145.6% | +69.5% |
| All | +1,682.0% | +6,998.8% | -5,316.8% | +383.4% |
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