+42.7%
MKSI vs BHP
+53.4%
-10.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.6% | -7.6% | -7.1% |
| 7D | -10.7% | -2.5% | -8.1% | -8.9% |
| 30D | -30.5% | -7.7% | -22.8% | -25.7% |
| 3M | -39.2% | -6.4% | -32.8% | -36.2% |
| 6M | -33.0% | +5.2% | -38.2% | -36.4% |
| YTD | +22.3% | +38.3% | -16.0% | -3.4% |
| 1Y | +42.7% | +53.4% | -10.7% | +3.3% |
| All | +42.7% | +53.4% | -10.8% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling