+213.7%
MTSI vs BHP
+55.3%
+158.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.2% | -0.4% |
| 7D | +29.1% | +2.5% | +26.7% | +27.4% |
| 30D | -20.4% | -5.2% | -15.2% | -16.9% |
| 3M | -20.9% | -8.7% | -12.2% | -15.7% |
| 6M | -32.3% | -6.9% | -25.4% | -28.9% |
| YTD | +43.5% | +39.0% | +4.5% | +18.0% |
| 1Y | +43.8% | +48.9% | -5.1% | +13.5% |
| All | +213.7% | +55.3% | +158.4% | +133.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling