+1,208.8%
MTSI vs BHP
+213.6%
+995.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.2% |
| 3M | -29.7% | +4.1% | -33.8% | -31.4% |
| 6M | +12.5% | +20.6% | -8.1% | +1.6% |
| YTD | +57.0% | +56.1% | +1.0% | +23.6% |
| 1Y | +103.9% | +69.6% | +34.3% | +53.7% |
| 3Y | +223.6% | +78.8% | +144.8% | +133.1% |
| 5Y | +321.6% | +113.1% | +208.5% | +166.1% |
| 10Y | +517.7% | +505.9% | +11.8% | +145.2% |
| All | +1,208.8% | +213.6% | +995.2% | +521.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling