+113.0%
JHX vs MAS
+140.6%
-27.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +1.5% |
| 7D | +1.5% | -0.8% | +2.3% | +2.0% |
| 30D | +7.2% | -5.6% | +12.7% | +10.9% |
| 3M | +29.9% | +4.4% | +25.5% | +26.4% |
| 6M | +35.4% | +7.2% | +28.2% | +29.9% |
| YTD | +46.5% | +16.1% | +30.3% | +33.8% |
| 1Y | +55.5% | +0.1% | +55.4% | +54.5% |
| 3Y | -0.4% | +28.3% | -28.7% | -14.9% |
| 5Y | -23.3% | +30.5% | -53.8% | -36.6% |
| All | +113.0% | +140.6% | -27.7% | +26.5% |
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