+2,401.5%
JHX vs MAS
+578.1%
+1,823.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +1.9% |
| 7D | +1.5% | -0.8% | +2.3% | +1.9% |
| 30D | +7.2% | -5.6% | +12.7% | +9.6% |
| 3M | +29.9% | +4.4% | +25.5% | +28.0% |
| 6M | +35.4% | +7.2% | +28.2% | +32.4% |
| YTD | +46.5% | +16.1% | +30.3% | +39.1% |
| 1Y | +55.5% | +0.1% | +55.4% | +55.8% |
| 3Y | -0.4% | +28.3% | -28.7% | -8.7% |
| 5Y | -23.3% | +30.5% | -53.8% | -30.7% |
| 10Y | +111.1% | +139.1% | -28.0% | +55.2% |
| All | +2,401.5% | +578.1% | +1,823.4% | +1,125.9% |
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 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