+5,526.8%
MS vs BHP
+4,825.1%
+701.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.5% | +1.0% |
| 7D | -1.7% | +2.4% | -4.1% | -3.0% |
| 30D | +0.9% | -5.4% | +6.3% | +4.0% |
| 3M | -10.8% | -6.9% | -4.0% | -7.7% |
| 6M | +0.9% | -4.3% | +5.2% | +2.1% |
| YTD | +9.8% | +41.6% | -31.8% | -12.3% |
| 1Y | +17.1% | +53.3% | -36.2% | -10.7% |
| 3Y | +175.7% | +58.4% | +117.3% | +99.7% |
| 5Y | +125.9% | +121.3% | +4.6% | +27.2% |
| 10Y | +556.2% | +349.0% | +207.2% | +132.8% |
| All | +5,526.8% | +4,825.1% | +701.7% | +565.6% |
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