+214.8%
MAS vs HBM
+301.8%
-87.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.4% | -0.7% |
| 7D | +3.6% | +2.4% | +1.2% | +3.2% |
| 30D | +23.8% | -16.0% | +39.8% | +26.8% |
| 3M | +14.4% | -21.3% | +35.8% | +18.1% |
| 6M | +19.7% | -12.2% | +32.0% | +20.1% |
| YTD | +36.0% | +10.7% | +25.3% | +30.0% |
| 1Y | +40.4% | +30.3% | +10.1% | +30.5% |
| 3Y | +58.9% | +432.2% | -373.3% | +14.0% |
| 5Y | +44.5% | +218.8% | -174.3% | +7.8% |
| 10Y | +214.8% | +281.4% | -66.6% | +85.4% |
| All | +214.8% | +301.8% | -87.0% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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