+915.1%
MSFT vs BHP
+333.8%
+581.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.6% |
| 7D | -1.3% | -0.5% | -0.8% | -1.1% |
| 30D | -1.8% | -4.5% | +2.7% | -0.4% |
| 3M | +5.6% | -6.9% | +12.5% | +7.7% |
| 6M | +29.8% | -10.6% | +40.4% | +33.2% |
| YTD | +9.0% | +37.2% | -28.2% | -4.7% |
| 1Y | +4.9% | +48.0% | -43.1% | -10.9% |
| 3Y | +46.2% | +52.6% | -6.3% | +19.7% |
| 5Y | +62.1% | +116.5% | -54.4% | +11.0% |
| All | +915.1% | +333.8% | +581.3% | +405.5% |
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