+23.9%
HON vs MAS
+61.2%
-37.4%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.4% | -2.1% | -4.5% |
| 7D | -2.9% | +4.6% | -7.4% | -4.1% |
| 30D | +1.4% | +19.9% | -18.5% | -3.8% |
| 3M | -12.8% | +8.9% | -21.7% | -15.1% |
| 6M | -0.7% | +20.2% | -20.9% | -6.4% |
| YTD | +6.9% | +33.9% | -27.0% | -3.1% |
| 1Y | +6.5% | +34.7% | -28.2% | -3.8% |
| All | +23.9% | +61.2% | -37.4% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling