+513.2%
MA vs HRB
+205.6%
+307.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.2% |
| 7D | -3.5% | -10.6% | +7.1% | -0.7% |
| 30D | +0.8% | -0.8% | +1.6% | +0.4% |
| 3M | +14.8% | +19.1% | -4.3% | +8.6% |
| 6M | +10.0% | +48.7% | -38.7% | -2.8% |
| YTD | -0.1% | +7.1% | -7.2% | -3.9% |
| 1Y | -2.2% | -8.3% | +6.1% | -1.9% |
| 3Y | +39.3% | +25.8% | +13.4% | +24.8% |
| 5Y | +66.3% | +111.1% | -44.8% | +24.6% |
| 10Y | +513.2% | +206.6% | +306.7% | +286.2% |
| All | +513.2% | +205.6% | +307.6% | +286.2% |
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