+1,574.9%
MKSI vs JHX
+2,243.5%
-668.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.8% |
| 7D | +2.7% | -6.3% | +9.0% | +4.8% |
| 30D | -12.8% | -7.7% | -5.1% | -10.6% |
| 3M | -22.5% | +19.2% | -41.7% | -27.1% |
| 6M | +19.4% | +38.3% | -18.9% | +6.8% |
| YTD | +67.7% | +37.2% | +30.5% | +50.3% |
| 1Y | +131.4% | +42.3% | +89.1% | +102.7% |
| 3Y | +197.3% | -4.4% | +201.7% | +180.0% |
| 5Y | +87.0% | -26.4% | +113.3% | +87.8% |
| 10Y | +522.1% | +106.3% | +415.8% | +358.1% |
| All | +1,574.9% | +2,243.5% | -668.6% | +847.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling