+212.3%
MAS vs HRB
+221.6%
-9.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.7% | +0.6% |
| 7D | +3.0% | -5.1% | +8.1% | +4.1% |
| 30D | +22.4% | +8.7% | +13.7% | +20.2% |
| 3M | +14.5% | -5.4% | +19.9% | +15.6% |
| 6M | +27.1% | +41.6% | -14.4% | +16.0% |
| YTD | +35.8% | +18.7% | +17.1% | +28.0% |
| 1Y | +39.4% | +16.4% | +23.0% | +31.9% |
| 3Y | +60.3% | +22.0% | +38.3% | +46.5% |
| 5Y | +39.4% | +141.2% | -101.8% | +4.4% |
| All | +212.3% | +221.6% | -9.3% | +100.4% |
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