+84.3%
MKSI vs BHP
+110.7%
-26.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | +2.7% | -3.6% | +6.3% | +5.2% |
| 30D | -12.8% | -1.2% | -11.6% | -12.5% |
| 3M | -22.5% | +1.2% | -23.7% | -23.5% |
| 6M | +19.4% | +21.4% | -2.0% | +4.9% |
| YTD | +67.7% | +50.4% | +17.3% | +28.3% |
| 1Y | +131.4% | +67.5% | +63.9% | +65.4% |
| 3Y | +197.3% | +72.8% | +124.5% | +106.4% |
| All | +84.3% | +110.7% | -26.4% | +19.7% |
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