-92.7%
MSTU vs BHP
+65.8%
-158.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | +0.3% |
| 7D | +21.3% | -5.0% | +26.3% | +30.0% |
| 30D | +90.8% | +1.2% | +89.7% | +90.7% |
| 3M | -6.8% | +1.8% | -8.6% | -5.8% |
| 6M | -39.8% | +18.0% | -57.8% | -49.3% |
| YTD | -55.7% | +52.7% | -108.4% | -70.4% |
| 1Y | -92.7% | +66.0% | -158.6% | -95.3% |
| All | -92.7% | +65.8% | -158.4% | -95.3% |
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