+43.5%
MAS vs HRB
+162.1%
-118.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.3% |
| 7D | +4.6% | +10.7% | -6.2% | +2.8% |
| 30D | +19.9% | +29.0% | -9.2% | +15.0% |
| 3M | +8.9% | +21.0% | -12.1% | +5.1% |
| 6M | +20.2% | +86.9% | -66.8% | +6.1% |
| YTD | +33.9% | +30.5% | +3.4% | +28.2% |
| 1Y | +34.7% | +13.6% | +21.1% | +33.6% |
| 3Y | +60.4% | +42.0% | +18.3% | +44.5% |
| 5Y | +43.5% | +157.2% | -113.8% | +11.4% |
| All | +43.5% | +162.1% | -118.7% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling