-13.5%
MSFU vs BHP
+53.5%
-67.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.2% | -5.9% | -5.0% |
| 7D | -12.7% | +2.4% | -15.1% | -13.0% |
| 30D | -9.0% | -5.4% | -3.6% | -8.5% |
| 3M | +2.9% | -6.9% | +9.8% | +3.4% |
| 6M | +43.5% | -4.3% | +47.9% | +43.6% |
| YTD | -2.4% | +41.6% | -44.1% | -6.5% |
| 1Y | -13.5% | +53.3% | -66.8% | -16.6% |
| All | -13.5% | +53.5% | -67.0% | -16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling