+122.9%
MS vs BHP
+119.2%
+3.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.0% | +1.3% |
| 7D | +5.1% | -0.5% | +5.6% | +5.3% |
| 30D | +5.7% | -4.5% | +10.2% | +7.4% |
| 3M | -12.2% | -6.9% | -5.3% | -10.1% |
| 6M | -0.5% | -10.6% | +10.1% | +3.0% |
| YTD | +9.8% | +37.2% | -27.4% | -3.7% |
| 1Y | +17.7% | +48.0% | -30.3% | +0.3% |
| 3Y | +176.8% | +52.6% | +124.3% | +127.2% |
| All | +122.9% | +119.2% | +3.7% | +48.9% |
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