-87.2%
MSTU vs BHP
+53.4%
-140.6%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.6% | +7.8% | +6.7% |
| 7D | -4.8% | -2.5% | -2.3% | -0.8% |
| 30D | -29.6% | -7.7% | -21.9% | -20.6% |
| 3M | +69.4% | -6.4% | +75.8% | +88.3% |
| 6M | -62.2% | +5.2% | -67.4% | -64.3% |
| YTD | -61.1% | +38.3% | -99.4% | -74.8% |
| 1Y | -87.2% | +53.4% | -140.5% | -93.3% |
| All | -87.2% | +53.4% | -140.6% | -93.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling