+140.2%
MAS vs HRB
+236.9%
-96.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.0% | +5.8% | +2.7% |
| 7D | -0.8% | -5.7% | +4.9% | +0.5% |
| 30D | -5.6% | +7.9% | -13.5% | -7.6% |
| 3M | +4.4% | +32.1% | -27.7% | -3.0% |
| 6M | +7.2% | +62.2% | -55.0% | -6.4% |
| YTD | +16.1% | +16.4% | -0.3% | +10.0% |
| 1Y | +0.1% | -0.3% | +0.4% | -1.4% |
| 3Y | +28.3% | +36.0% | -7.7% | +13.6% |
| 5Y | +30.5% | +125.2% | -94.7% | -1.0% |
| All | +140.2% | +236.9% | -96.7% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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