-23.2%
JHX vs MAS
+32.0%
-55.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +1.4% |
| 7D | +1.5% | -0.8% | +2.3% | +2.1% |
| 30D | +7.2% | -5.6% | +12.7% | +11.2% |
| 3M | +29.9% | +4.4% | +25.5% | +26.0% |
| 6M | +35.4% | +7.2% | +28.2% | +29.0% |
| YTD | +46.5% | +16.1% | +30.3% | +32.5% |
| 1Y | +55.5% | +0.1% | +55.4% | +53.7% |
| 3Y | -0.4% | +28.3% | -28.7% | -16.1% |
| All | -23.2% | +32.0% | -55.3% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling