+512.7%
MTSI vs BHP
+345.2%
+167.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.2% | +9.2% | +9.6% |
| 7D | +7.2% | +2.4% | +4.8% | +6.1% |
| 30D | -18.4% | -5.4% | -13.1% | -14.9% |
| 3M | -16.7% | -6.9% | -9.8% | -12.3% |
| 6M | -31.7% | -4.3% | -27.4% | -29.4% |
| YTD | +45.9% | +41.6% | +4.2% | +17.5% |
| 1Y | +47.0% | +53.3% | -6.3% | +12.7% |
| 3Y | +224.1% | +58.4% | +165.7% | +137.5% |
| 5Y | +238.5% | +121.3% | +117.2% | +85.6% |
| 10Y | +512.7% | +349.0% | +163.7% | +109.0% |
| All | +512.7% | +345.2% | +167.5% | +109.0% |
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