-6.2%
JHX vs MAS
+59.7%
-66.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.7% |
| 7D | -0.2% | +3.0% | -3.2% | -2.1% |
| 30D | +13.1% | +22.4% | -9.3% | -1.9% |
| 3M | -10.0% | +14.5% | -24.5% | -18.1% |
| 6M | +38.9% | +27.1% | +11.8% | +17.0% |
| YTD | +34.0% | +35.8% | -1.8% | +7.1% |
| 1Y | +66.0% | +39.4% | +26.6% | +30.3% |
| 3Y | -6.2% | +60.3% | -66.5% | -32.9% |
| All | -6.2% | +59.7% | -66.0% | -32.9% |
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