+139,197.7%
MSFT vs BHP
+7,168.8%
+132,028.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.4% | -2.6% |
| 7D | -6.2% | +2.4% | -8.6% | -6.9% |
| 30D | -3.7% | -5.4% | +1.7% | -2.2% |
| 3M | +3.6% | -6.9% | +10.5% | +5.5% |
| 6M | +26.8% | -4.3% | +31.1% | +27.2% |
| YTD | +8.4% | +41.6% | -33.2% | -4.1% |
| 1Y | +3.3% | +53.3% | -50.0% | -10.9% |
| 3Y | +44.3% | +58.4% | -14.1% | +21.0% |
| 5Y | +63.3% | +121.3% | -57.9% | +20.8% |
| 10Y | +894.4% | +349.0% | +545.4% | +473.6% |
| All | +139,197.7% | +7,168.8% | +132,028.9% | +37,745.7% |
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