+157.0%
MKSI vs JHX
+56.2%
+100.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.6% | +1.7% | +3.3% |
| 7D | +1.8% | +1.5% | +0.2% | +1.2% |
| 30D | -16.8% | +7.2% | -23.9% | -19.0% |
| 3M | -21.1% | +29.9% | -51.0% | -28.8% |
| 6M | +10.8% | +35.4% | -24.5% | -4.8% |
| YTD | +63.3% | +46.5% | +16.9% | +41.3% |
| 1Y | +157.0% | +55.5% | +101.5% | +124.7% |
| All | +157.0% | +56.2% | +100.7% | +124.7% |
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