+101.6%
JHX vs MSI
+605.3%
-503.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.7% |
| 7D | -6.3% | -0.4% | -5.9% | -6.1% |
| 30D | -7.7% | -0.8% | -7.0% | -7.5% |
| 3M | +19.2% | +13.9% | +5.2% | +10.5% |
| 6M | +38.3% | +1.3% | +36.9% | +35.5% |
| YTD | +37.2% | +22.3% | +14.9% | +20.8% |
| 1Y | +42.3% | -3.9% | +46.1% | +42.8% |
| 3Y | -4.4% | +69.9% | -74.3% | -32.2% |
| 5Y | -26.4% | +103.8% | -130.2% | -53.9% |
| All | +101.6% | +605.3% | -503.7% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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