-88.0%
MSTU vs BHP
+73.0%
-160.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.9% |
| 7D | -16.6% | -3.6% | -13.0% | -12.2% |
| 30D | +69.7% | -1.2% | +70.9% | +74.7% |
| 3M | -7.5% | +1.2% | -8.7% | -5.9% |
| 6M | -43.1% | +21.4% | -64.5% | -55.3% |
| YTD | -63.0% | +50.4% | -113.5% | -78.5% |
| 1Y | -93.8% | +67.5% | -161.3% | -96.9% |
| All | -88.0% | +73.0% | -160.9% | -95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling