+111.0%
MTSI vs BHP
+76.4%
+34.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.4% | +1.1% |
| 7D | +4.9% | +1.3% | +3.6% | +4.1% |
| 30D | -11.6% | +4.0% | -15.6% | -14.1% |
| 3M | -24.1% | +12.3% | -36.4% | -30.3% |
| 6M | +32.4% | +30.8% | +1.6% | +9.3% |
| YTD | +60.4% | +58.8% | +1.7% | +17.9% |
| 1Y | +111.0% | +76.8% | +34.1% | +47.4% |
| All | +111.0% | +76.4% | +34.6% | +47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling