+134.6%
JHX vs MAS
+230.1%
-95.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.5% | +3.0% | +4.7% |
| 7D | +7.7% | +3.3% | +4.4% | +5.8% |
| 30D | +19.2% | +25.5% | -6.3% | +3.9% |
| 3M | -1.0% | +11.8% | -12.7% | -7.4% |
| 6M | +42.7% | +21.3% | +21.4% | +26.9% |
| YTD | +44.3% | +37.7% | +6.5% | +18.7% |
| 1Y | +72.2% | +41.0% | +31.2% | +39.6% |
| 3Y | +1.1% | +63.0% | -61.9% | -25.3% |
| 5Y | -23.6% | +44.1% | -67.7% | -40.8% |
| 10Y | +134.6% | +224.3% | -89.7% | +19.2% |
| All | +134.6% | +230.1% | -95.6% | +19.2% |
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