+794.2%
MS vs BHP
+509.4%
+284.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.6% |
| 7D | +2.5% | +1.3% | +1.2% | +1.8% |
| 30D | 0.0% | +4.0% | -4.0% | -2.2% |
| 3M | +2.4% | +12.3% | -9.9% | -4.0% |
| 6M | +36.4% | +30.8% | +5.6% | +17.2% |
| YTD | +23.8% | +58.8% | -35.0% | -4.7% |
| 1Y | +48.6% | +76.8% | -28.2% | +7.6% |
| 3Y | +179.1% | +87.5% | +91.7% | +89.6% |
| 5Y | +144.8% | +123.9% | +20.9% | +40.1% |
| 10Y | +794.2% | +504.4% | +289.8% | +189.1% |
| All | +794.2% | +509.4% | +284.7% | +189.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling