+320.4%
MTSI vs BHP
+115.8%
+204.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | +1.4% | -2.9% | +4.3% | +2.9% |
| 30D | +2.1% | +3.4% | -1.3% | -0.1% |
| 3M | -29.7% | +4.1% | -33.8% | -31.4% |
| 6M | +12.5% | +20.6% | -8.1% | +1.9% |
| YTD | +57.0% | +56.1% | +1.0% | +25.3% |
| 1Y | +103.9% | +69.6% | +34.3% | +56.5% |
| 3Y | +223.6% | +78.8% | +144.8% | +136.6% |
| All | +320.4% | +115.8% | +204.5% | +202.5% |
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