+2,168.6%
JHX vs MAS
+691.0%
+1,477.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.9% |
| 7D | -3.8% | +1.2% | -5.0% | -4.2% |
| 30D | +11.7% | +21.6% | -9.9% | +3.9% |
| 3M | -10.7% | +14.1% | -24.8% | -14.9% |
| 6M | +36.5% | +22.6% | +13.9% | +26.9% |
| YTD | +32.8% | +35.4% | -2.6% | +19.2% |
| 1Y | +62.5% | +37.5% | +25.0% | +45.0% |
| 3Y | -5.7% | +58.3% | -64.0% | -19.9% |
| 5Y | -32.2% | +39.1% | -71.3% | -40.3% |
| 10Y | +114.7% | +215.4% | -100.7% | +44.3% |
| All | +2,168.6% | +691.0% | +1,477.6% | +950.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling