-86.8%
MSTU vs BHP
+82.6%
-169.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.7% | -10.4% | -11.2% |
| 7D | +16.1% | +1.3% | +14.9% | +13.3% |
| 30D | +68.7% | +4.0% | +64.7% | +61.1% |
| 3M | -11.0% | +12.3% | -23.3% | -22.1% |
| 6M | -33.4% | +30.8% | -64.2% | -52.9% |
| YTD | -59.5% | +58.8% | -118.3% | -78.3% |
| 1Y | -93.4% | +76.8% | -170.2% | -97.0% |
| All | -86.8% | +82.6% | -169.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling