+3,831.1%
MSI vs BHP
+8,048.4%
-4,217.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.7% |
| 7D | -5.8% | +1.3% | -7.0% | -6.2% |
| 30D | -1.0% | +4.0% | -4.9% | -2.4% |
| 3M | +14.2% | +12.3% | +1.8% | +9.0% |
| 6M | +1.0% | +30.8% | -29.8% | -9.1% |
| YTD | +21.5% | +58.8% | -37.3% | +1.8% |
| 1Y | -2.1% | +76.8% | -79.0% | -21.2% |
| 3Y | +69.3% | +87.5% | -18.1% | +30.1% |
| 5Y | +99.3% | +123.9% | -24.6% | +38.4% |
| 10Y | +595.0% | +504.4% | +90.7% | +218.6% |
| All | +3,831.1% | +8,048.4% | -4,217.3% | +600.2% |
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