+206.9%
MTSI vs BHP
+119.2%
+87.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.3% | -4.3% | -4.9% |
| 7D | +10.0% | -0.5% | +10.5% | +10.5% |
| 30D | -20.3% | -4.5% | -15.8% | -17.7% |
| 3M | -24.4% | -6.9% | -17.5% | -21.0% |
| 6M | -39.2% | -10.6% | -28.6% | -35.2% |
| YTD | +35.5% | +37.2% | -1.7% | +16.6% |
| 1Y | +43.0% | +48.0% | -5.0% | +18.7% |
| 3Y | +196.3% | +52.6% | +143.7% | +136.4% |
| All | +206.9% | +119.2% | +87.7% | +133.4% |
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 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