+1,392.2%
MAS vs HRB
+3,357.9%
-1,965.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.0% | +5.8% | +3.0% |
| 7D | -0.8% | -5.7% | +4.9% | +0.9% |
| 30D | -5.6% | +7.9% | -13.5% | -8.3% |
| 3M | +4.4% | +32.1% | -27.7% | -5.1% |
| 6M | +7.2% | +62.2% | -55.0% | -10.1% |
| YTD | +16.1% | +16.4% | -0.3% | +7.0% |
| 1Y | +0.1% | -0.3% | +0.4% | -3.5% |
| 3Y | +28.3% | +36.0% | -7.7% | +9.7% |
| 5Y | +30.5% | +125.2% | -94.7% | -7.3% |
| 10Y | +139.1% | +237.7% | -98.5% | +35.6% |
| All | +1,392.2% | +3,357.9% | -1,965.7% | +301.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling