+33.8%
MAS vs HDB
-24.6%
+58.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | -0.8% | +0.4% | -1.2% | -0.9% |
| 30D | -5.6% | -2.8% | -2.8% | -4.9% |
| 3M | +4.4% | -3.5% | +8.0% | +5.0% |
| 6M | +7.2% | -24.7% | +31.9% | +13.7% |
| YTD | +16.1% | -36.6% | +52.7% | +27.4% |
| 1Y | +0.1% | -34.4% | +34.5% | +8.9% |
| All | +33.8% | -24.6% | +58.3% | +39.3% |
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