+34,486.1%
HD vs MAS
+1,727.7%
+32,758.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.6% | +0.9% | +4.2% |
| 7D | +11.9% | +14.2% | -2.2% | +6.1% |
| 30D | +26.4% | +26.8% | -0.4% | +14.9% |
| 3M | +2.8% | +13.1% | -10.3% | -2.1% |
| 6M | +15.5% | +27.9% | -12.5% | +4.3% |
| YTD | +5.5% | +38.7% | -33.1% | -8.4% |
| 1Y | -4.6% | +40.4% | -45.0% | -17.6% |
| 3Y | +29.9% | +66.1% | -36.2% | +4.0% |
| 5Y | +8.4% | +47.4% | -39.0% | -9.7% |
| 10Y | +275.2% | +238.3% | +36.8% | +123.7% |
| All | +34,486.1% | +1,727.7% | +32,758.4% | +8,338.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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