+88.0%
MSFU vs BHP
+93.8%
-5.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +0.8% |
| 7D | -2.8% | -0.5% | -2.3% | -2.6% |
| 30D | -5.3% | -4.5% | -0.8% | -3.7% |
| 3M | +7.2% | -6.9% | +14.1% | +9.6% |
| 6M | +51.0% | -10.6% | +61.5% | +55.6% |
| YTD | -1.2% | +37.2% | -38.4% | -15.8% |
| 1Y | -10.3% | +48.0% | -58.4% | -26.3% |
| 3Y | +22.2% | +52.6% | -30.3% | -4.9% |
| All | +88.0% | +93.8% | -5.8% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling