+4,422.1%
MSI vs BHP
+6,941.2%
-2,519.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.6% |
| 7D | +3.2% | -0.5% | +3.7% | +3.4% |
| 30D | +17.6% | -4.5% | +22.1% | +19.1% |
| 3M | +14.5% | -6.9% | +21.4% | +16.6% |
| 6M | +34.3% | -10.6% | +44.8% | +37.4% |
| YTD | +39.7% | +37.2% | +2.5% | +22.4% |
| 1Y | +40.2% | +48.0% | -7.9% | +19.5% |
| 3Y | +77.1% | +52.6% | +24.6% | +45.5% |
| 5Y | +124.0% | +116.5% | +7.6% | +56.8% |
| 10Y | +665.5% | +334.9% | +330.6% | +292.6% |
| All | +4,422.1% | +6,941.2% | -2,519.1% | +741.5% |
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 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