+118.2%
JHX vs MAS
+215.9%
-97.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -1.9% |
| 7D | +2.2% | +2.4% | -0.1% | +0.9% |
| 30D | +13.2% | +19.8% | -6.7% | +1.3% |
| 3M | -0.5% | +9.8% | -10.4% | -6.0% |
| 6M | +30.0% | +15.8% | +14.3% | +18.9% |
| YTD | +34.2% | +31.8% | +2.4% | +13.3% |
| 1Y | +60.6% | +35.4% | +25.2% | +33.4% |
| 3Y | +3.6% | +59.2% | -55.6% | -22.2% |
| 5Y | -30.5% | +41.2% | -71.7% | -45.5% |
| All | +118.2% | +215.9% | -97.7% | +13.8% |
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 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