+568.4%
MA vs HRB
+252.0%
+316.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | +1.8% | -4.0% | +5.8% | +2.9% |
| 30D | +11.8% | +15.8% | -3.9% | +7.5% |
| 3M | +17.2% | +12.0% | +5.1% | +12.9% |
| 6M | +33.4% | +40.7% | -7.4% | +20.4% |
| YTD | +16.1% | +21.0% | -4.8% | +8.0% |
| 1Y | +19.9% | +11.7% | +8.3% | +14.0% |
| 3Y | +70.1% | +25.0% | +45.1% | +53.2% |
| 5Y | +89.6% | +141.0% | -51.4% | +36.9% |
| 10Y | +568.4% | +241.3% | +327.1% | +312.8% |
| All | +568.4% | +252.0% | +316.4% | +312.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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