+26.9%
MSFU vs BHP
+87.4%
-60.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.1% | -2.9% |
| 7D | -3.2% | +1.3% | -4.4% | -3.6% |
| 30D | -3.1% | +4.0% | -7.1% | -4.6% |
| 3M | +35.3% | +12.3% | +23.0% | +29.3% |
| 6M | +31.6% | +30.8% | +0.8% | +17.8% |
| YTD | -9.5% | +58.8% | -68.3% | -26.2% |
| 1Y | -18.4% | +76.8% | -95.3% | -36.9% |
| 3Y | +26.9% | +87.5% | -60.5% | -11.5% |
| All | +26.9% | +87.4% | -60.5% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling