+156.3%
HON vs MAS
+213.7%
-57.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.9% | +3.9% | +2.8% |
| 7D | +0.8% | +2.0% | -1.2% | 0.0% |
| 30D | +5.7% | +19.4% | -13.6% | -2.0% |
| 3M | -8.3% | +9.4% | -17.7% | -12.1% |
| 6M | -2.4% | +15.3% | -17.7% | -9.1% |
| YTD | +9.0% | +31.3% | -22.3% | -5.1% |
| 1Y | +9.2% | +34.9% | -25.7% | -6.1% |
| 3Y | +26.3% | +58.6% | -32.3% | -3.1% |
| 5Y | +9.1% | +40.7% | -31.6% | -13.7% |
| All | +156.3% | +213.7% | -57.4% | +37.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling