-88.4%
MSTU vs BHP
+73.4%
-161.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -5.3% | -1.5% | +1.0% |
| 7D | -22.0% | -3.7% | -18.3% | -17.8% |
| 30D | +60.3% | -0.8% | +61.2% | +64.2% |
| 3M | -3.7% | +7.6% | -11.3% | -9.9% |
| 6M | -45.2% | +20.8% | -66.0% | -56.6% |
| YTD | -64.3% | +50.8% | -115.1% | -79.3% |
| 1Y | -94.0% | +70.9% | -164.9% | -97.2% |
| All | -88.4% | +73.4% | -161.8% | -95.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling