-27.1%
JHX vs MSI
+100.4%
-127.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.9% |
| 7D | -4.9% | -1.8% | -3.1% | -4.1% |
| 30D | -9.3% | -0.6% | -8.7% | -9.2% |
| 3M | +28.1% | +13.0% | +15.0% | +20.3% |
| 6M | +35.2% | +0.5% | +34.7% | +33.6% |
| YTD | +35.9% | +21.7% | +14.2% | +21.4% |
| 1Y | +42.5% | -2.6% | +45.1% | +42.8% |
| 3Y | -4.5% | +69.7% | -74.1% | -31.9% |
| 5Y | -27.1% | +102.8% | -129.9% | -55.3% |
| All | -27.1% | +100.4% | -127.5% | -55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling