+593.1%
MA vs HRB
+221.6%
+371.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.7% |
| 7D | +1.3% | -5.1% | +6.4% | +2.7% |
| 30D | +9.6% | +8.7% | +0.9% | +7.2% |
| 3M | +16.8% | -5.4% | +22.2% | +18.0% |
| 6M | +35.2% | +41.6% | -6.4% | +21.8% |
| YTD | +16.6% | +18.7% | -2.1% | +8.9% |
| 1Y | +19.8% | +16.4% | +3.3% | +12.5% |
| 3Y | +70.7% | +22.0% | +48.7% | +54.7% |
| 5Y | +87.4% | +141.2% | -53.8% | +34.8% |
| All | +593.1% | +221.6% | +371.5% | +331.0% |
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