+1,620.6%
MAS vs BHP
+6,860.6%
-5,239.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -2.8% |
| 7D | +4.6% | -4.0% | +8.5% | +6.1% |
| 30D | +19.9% | -9.7% | +29.6% | +24.0% |
| 3M | +8.9% | -10.2% | +19.1% | +12.6% |
| 6M | +20.2% | +1.3% | +18.8% | +18.3% |
| YTD | +33.9% | +35.6% | -1.7% | +18.2% |
| 1Y | +34.7% | +47.5% | -12.8% | +15.3% |
| 3Y | +60.4% | +48.9% | +11.4% | +34.5% |
| 5Y | +43.5% | +118.4% | -74.9% | +1.4% |
| 10Y | +226.7% | +374.5% | -147.8% | +64.8% |
| All | +1,620.6% | +6,860.6% | -5,239.9% | +370.1% |
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