-87.5%
MSTU vs BHP
+83.1%
-170.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.8% |
| 7D | +12.9% | +0.9% | +12.0% | +10.8% |
| 30D | +68.3% | +4.0% | +64.3% | +60.6% |
| 3M | +0.4% | +11.3% | -10.9% | -10.8% |
| 6M | -41.5% | +29.3% | -70.8% | -58.1% |
| YTD | -61.7% | +59.2% | -120.9% | -79.5% |
| 1Y | -93.7% | +80.8% | -174.5% | -97.2% |
| All | -87.5% | +83.1% | -170.6% | -95.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling