+215.9%
MAS vs HBM
+376.3%
-160.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.2% |
| 7D | +2.0% | -3.6% | +5.6% | +2.5% |
| 30D | +19.4% | -19.2% | +38.6% | +23.0% |
| 3M | +9.4% | -20.5% | +29.9% | +12.7% |
| 6M | +15.3% | -12.8% | +28.2% | +15.7% |
| YTD | +31.3% | +5.4% | +25.9% | +26.5% |
| 1Y | +34.9% | +33.0% | +1.9% | +25.0% |
| 3Y | +58.6% | +357.3% | -298.7% | +16.4% |
| 5Y | +40.7% | +210.4% | -169.7% | +5.4% |
| All | +215.9% | +376.3% | -160.4% | +81.7% |
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