+43.5%
MAS vs HBM
+204.6%
-161.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -7.4% | +3.9% | -2.3% |
| 7D | +4.6% | -11.9% | +16.5% | +6.5% |
| 30D | +19.9% | -23.6% | +43.5% | +24.6% |
| 3M | +8.9% | -20.5% | +29.4% | +12.1% |
| 6M | +20.2% | -7.9% | +28.0% | +19.3% |
| YTD | +33.9% | +3.8% | +30.1% | +28.8% |
| 1Y | +34.7% | +31.7% | +3.0% | +24.2% |
| 3Y | +60.4% | +342.4% | -282.0% | +15.3% |
| 5Y | +43.5% | +205.5% | -162.0% | +4.8% |
| All | +43.5% | +204.6% | -161.1% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling