+1,392.2%
MAS vs BHP
+7,909.4%
-6,517.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | -0.8% | -2.9% | +2.1% | +0.3% |
| 30D | -5.6% | +3.4% | -8.9% | -6.8% |
| 3M | +4.4% | +4.1% | +0.4% | +2.4% |
| 6M | +7.2% | +20.6% | -13.4% | -0.4% |
| YTD | +16.1% | +56.1% | -40.0% | -2.2% |
| 1Y | +0.1% | +69.6% | -69.5% | -18.4% |
| 3Y | +28.3% | +78.8% | -50.5% | +1.1% |
| 5Y | +30.5% | +113.1% | -82.6% | -6.8% |
| 10Y | +139.1% | +505.9% | -366.8% | +10.6% |
| All | +1,392.2% | +7,909.4% | -6,517.2% | +289.1% |
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