+183.6%
MTSI vs BHP
+120.8%
+62.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.7% | +9.2% | +9.9% |
| 7D | -10.0% | +0.9% | -10.9% | -10.3% |
| 30D | -37.2% | -6.3% | -30.9% | -34.6% |
| 3M | -30.1% | -7.1% | -22.9% | -26.9% |
| 6M | -31.9% | -3.2% | -28.7% | -30.4% |
| YTD | +23.2% | +37.9% | -14.7% | +5.5% |
| 1Y | +26.4% | +49.7% | -23.3% | +4.0% |
| 3Y | +186.2% | +51.7% | +134.5% | +128.2% |
| All | +183.6% | +120.8% | +62.8% | +106.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling