+69.3%
MSI vs BHP
+87.4%
-18.1%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.2% |
| 7D | -5.8% | +1.3% | -7.0% | -5.9% |
| 30D | -1.0% | +4.0% | -4.9% | -1.3% |
| 3M | +14.2% | +12.3% | +1.8% | +12.7% |
| 6M | +1.0% | +30.8% | -29.8% | -2.2% |
| YTD | +21.5% | +58.8% | -37.3% | +14.5% |
| 1Y | -2.1% | +76.8% | -79.0% | -9.1% |
| 3Y | +69.3% | +87.5% | -18.1% | +47.8% |
| All | +69.3% | +87.4% | -18.1% | +47.8% |
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