+160.5%
HON vs MAS
+217.4%
-56.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -0.4% | -1.8% | +1.5% | +0.4% |
| 30D | +8.6% | +23.6% | -15.0% | -0.8% |
| 3M | -0.8% | +12.4% | -13.2% | -5.8% |
| 6M | -0.1% | +21.9% | -22.0% | -9.0% |
| YTD | +12.8% | +36.1% | -23.4% | -3.3% |
| 1Y | +10.4% | +39.5% | -29.1% | -6.4% |
| 3Y | +30.5% | +59.1% | -28.7% | +0.2% |
| 5Y | +15.0% | +44.4% | -29.4% | -9.9% |
| 10Y | +160.5% | +217.0% | -56.5% | +39.0% |
| All | +160.5% | +217.4% | -56.9% | +39.0% |
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