+70.7%
MSFU vs BHP
+125.0%
-54.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -2.3% | +0.9% | -3.2% | -2.7% |
| 30D | -6.3% | +4.0% | -10.3% | -7.8% |
| 3M | +40.0% | +11.3% | +28.7% | +33.8% |
| 6M | +30.1% | +29.3% | +0.8% | +16.2% |
| YTD | -10.3% | +59.2% | -69.5% | -27.4% |
| 1Y | -19.0% | +80.8% | -99.9% | -38.3% |
| 3Y | +25.8% | +88.0% | -62.2% | -9.5% |
| All | +70.7% | +125.0% | -54.2% | +7.0% |
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