+215.9%
MAS vs HDB
+57.5%
+158.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -2.5% |
| 7D | +2.0% | +13.3% | -11.4% | -2.0% |
| 30D | +19.4% | +13.6% | +5.8% | +14.7% |
| 3M | +9.4% | +5.8% | +3.7% | +7.3% |
| 6M | +15.3% | -1.9% | +17.2% | +15.3% |
| YTD | +31.3% | -31.2% | +62.5% | +46.1% |
| 1Y | +34.9% | -29.6% | +64.4% | +48.9% |
| 3Y | +58.6% | -10.1% | +68.7% | +59.0% |
| 5Y | +40.7% | -24.3% | +65.0% | +46.6% |
| All | +215.9% | +57.5% | +158.4% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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