+5,634.3%
HON vs MAS
+1,430.5%
+4,203.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.3% |
| 7D | -3.6% | -0.8% | -2.8% | -3.3% |
| 30D | -15.3% | -5.6% | -9.7% | -13.6% |
| 3M | -7.9% | +4.4% | -12.3% | -9.8% |
| 6M | -18.1% | +7.2% | -25.3% | -21.1% |
| YTD | +3.8% | +16.1% | -12.3% | -3.2% |
| 1Y | +0.5% | +0.1% | +0.4% | -1.3% |
| 3Y | +19.8% | +28.3% | -8.5% | +4.7% |
| 5Y | +2.9% | +30.5% | -27.6% | -12.5% |
| 10Y | +134.6% | +139.1% | -4.5% | +55.7% |
| All | +5,634.3% | +1,430.5% | +4,203.8% | +1,563.8% |
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