+26.9%
MKSI vs JHX
+53.7%
-26.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.9% | -6.4% | -8.2% |
| 7D | -18.2% | +6.4% | -24.6% | -20.3% |
| 30D | -37.2% | +12.3% | -49.4% | -40.2% |
| 3M | -43.5% | +1.1% | -44.5% | -43.9% |
| 6M | -38.4% | +42.2% | -80.7% | -47.9% |
| YTD | +10.9% | +38.1% | -27.2% | -2.9% |
| 1Y | +26.9% | +54.9% | -28.0% | +14.3% |
| All | +26.9% | +53.7% | -26.8% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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