+61.7%
MAS vs HDB
-12.6%
+74.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.5% | -5.0% | -3.8% |
| 7D | +4.6% | +13.3% | -8.8% | +1.3% |
| 30D | +19.9% | +10.2% | +9.7% | +16.9% |
| 3M | +8.9% | +3.6% | +5.3% | +7.6% |
| 6M | +20.2% | -0.5% | +20.7% | +19.5% |
| YTD | +33.9% | -32.4% | +66.3% | +43.5% |
| 1Y | +34.7% | -31.1% | +65.7% | +43.7% |
| All | +61.7% | -12.6% | +74.3% | +63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling