+6,288.2%
MS vs BHP
+5,326.8%
+961.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +1.4% | -2.9% | +4.3% | +3.0% |
| 30D | -0.3% | +3.4% | -3.6% | -2.3% |
| 3M | +0.3% | +4.1% | -3.8% | -2.7% |
| 6M | +31.3% | +20.6% | +10.8% | +16.4% |
| YTD | +24.7% | +56.1% | -31.4% | -5.4% |
| 1Y | +47.9% | +69.6% | -21.7% | +6.6% |
| 3Y | +178.3% | +78.8% | +99.5% | +88.4% |
| 5Y | +144.9% | +113.1% | +31.8% | +41.1% |
| 10Y | +804.5% | +505.9% | +298.7% | +170.0% |
| All | +6,288.2% | +5,326.8% | +961.4% | +617.8% |
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