+76.3%
MSFU vs BHP
+120.5%
-44.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.8% | -4.0% |
| 7D | -5.7% | -2.9% | -2.8% | -4.7% |
| 30D | +4.2% | +3.4% | +0.8% | +2.7% |
| 3M | +27.9% | +4.1% | +23.8% | +25.3% |
| 6M | +37.1% | +20.6% | +16.5% | +25.8% |
| YTD | -7.4% | +56.1% | -63.4% | -24.4% |
| 1Y | -19.6% | +69.6% | -89.2% | -37.0% |
| 3Y | +33.2% | +78.8% | -45.6% | -2.3% |
| All | +76.3% | +120.5% | -44.2% | +11.4% |
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