-38.2%
MSTU vs BHP
+34.2%
-72.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.7% | -10.4% | -11.4% |
| 7D | +16.1% | +1.3% | +14.9% | +13.0% |
| 30D | +68.7% | +4.0% | +64.7% | +60.3% |
| 3M | -11.0% | +12.3% | -23.3% | -22.7% |
| All | -38.2% | +34.2% | -72.4% | -55.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling