+42.7%
MKSI vs HRB
+16.9%
+25.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +4.4% | -9.4% | -3.6% |
| 7D | -10.7% | +16.0% | -26.7% | -6.2% |
| 30D | -30.5% | +32.1% | -62.6% | -24.0% |
| 3M | -39.2% | +21.5% | -60.7% | -34.7% |
| 6M | -33.0% | +82.1% | -115.1% | -23.0% |
| YTD | +22.3% | +31.6% | -9.3% | +40.8% |
| 1Y | +42.7% | +15.9% | +26.8% | +72.8% |
| All | +42.7% | +16.9% | +25.8% | +72.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling